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
22.11.2024 2.94% 0.47 CHF 0.48 CHF 88'000 88'000 39'383 39'383 19'700 CHF 20'209 CHF 100.00% 100.00%
20.11.2024 2.66% 0.62 CHF 0.63 CHF 92'000 92'000 41'095 41'095 24'347 CHF 24'880 CHF 99.90% 99.90%
19.11.2024 2.99% 0.52 CHF 0.53 CHF 92'000 92'000 38'259 38'259 19'634 CHF 20'139 CHF 100.00% 100.00%
18.11.2024 2.66% 0.53 CHF 0.54 CHF 90'000 90'000 41'032 41'032 23'270 CHF 23'802 CHF 99.90% 99.90%
15.11.2024 2.70% 0.55 CHF 0.56 CHF 90'000 90'000 36'802 36'802 20'049 CHF 20'501 CHF 100.00% 100.00%
14.11.2024 2.78% 0.56 CHF 0.57 CHF 90'000 90'000 40'410 40'410 22'256 CHF 22'782 CHF 100.00% 100.00%
13.11.2024 2.41% 0.59 CHF 0.60 CHF 92'000 92'000 41'454 41'454 25'744 CHF 26'279 CHF 98.61% 99.78%
12.11.2024 2.86% 0.60 CHF 0.61 CHF 92'000 92'000 40'586 40'586 21'861 CHF 22'389 CHF 100.00% 100.00%
11.11.2024 5.53% 0.50 CHF 0.51 CHF 90'000 90'000 22'701 22'701 12'830 CHF 13'501 CHF 99.58% 99.58%
08.11.2024 2.18% 0.64 CHF 0.65 CHF 94'000 94'000 42'850 42'850 29'137 CHF 29'691 CHF 98.54% 98.54%

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