Qualitätsmerkmale Market Making

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
20.11.2024 1.11% 0.93 CHF 0.94 CHF 310'000 310'000 137'353 137'353 125'553 CHF 126'929 CHF 99.90% 99.90%
19.11.2024 1.13% 0.90 CHF 0.91 CHF 305'000 305'000 132'786 132'786 119'388 CHF 120'718 CHF 100.00% 100.00%
18.11.2024 1.17% 0.90 CHF 0.91 CHF 305'000 305'000 133'019 133'019 117'044 CHF 118'377 CHF 99.90% 99.90%
15.11.2024 1.17% 0.87 CHF 0.88 CHF 295'000 295'000 116'872 116'872 101'116 CHF 102'288 CHF 99.45% 99.45%
14.11.2024 1.17% 0.87 CHF 0.88 CHF 295'000 295'000 131'687 131'687 114'176 CHF 115'495 CHF 100.00% 100.00%
13.11.2024 1.18% 0.86 CHF 0.87 CHF 295'000 295'000 131'700 131'700 113'017 CHF 114'337 CHF 100.00% 100.00%
12.11.2024 1.18% 0.86 CHF 0.87 CHF 295'000 295'000 131'914 131'914 113'004 CHF 114'325 CHF 99.85% 99.85%
11.11.2024 1.18% 0.86 CHF 0.87 CHF 295'000 295'000 132'681 132'681 113'801 CHF 115'130 CHF 99.56% 99.56%
08.11.2024 1.18% 0.86 CHF 0.87 CHF 300'000 300'000 135'406 135'406 116'637 CHF 117'994 CHF 99.16% 99.16%
07.11.2024 1.17% 0.86 CHF 0.87 CHF 300'000 300'000 130'875 130'875 112'750 CHF 114'061 CHF 99.90% 99.90%

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