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 1.20% 0.83 CHF 0.84 CHF 350'000 350'000 133'072 133'072 112'158 CHF 113'492 CHF 99.55% 99.55%
19.11.2024 1.22% 0.82 CHF 0.83 CHF 360'000 360'000 134'646 134'646 111'503 CHF 112'852 CHF 99.33% 99.33%
18.11.2024 1.23% 0.84 CHF 0.85 CHF 350'000 350'000 135'154 135'154 111'027 CHF 112'381 CHF 98.78% 98.78%
15.11.2024 1.19% 0.82 CHF 0.83 CHF 350'000 350'000 132'375 132'375 112'354 CHF 113'680 CHF 98.82% 98.82%
14.11.2024 1.11% 0.90 CHF 0.91 CHF 340'000 340'000 121'061 121'061 111'555 CHF 112'771 CHF 98.42% 98.42%
13.11.2024 1.06% 0.91 CHF 0.92 CHF 340'000 340'000 118'548 118'548 112'427 CHF 113'618 CHF 98.25% 98.25%
12.11.2024 1.00% 0.95 CHF 0.96 CHF 340'000 340'000 115'878 115'878 114'802 CHF 115'965 CHF 96.44% 96.44%
11.11.2024 0.91% 1.07 CHF 1.08 CHF 320'000 320'000 115'644 115'644 126'615 CHF 127'775 CHF 97.68% 97.68%
08.11.2024 0.89% 1.16 CHF 1.17 CHF 310'000 310'000 112'852 112'852 129'440 CHF 130'573 CHF 98.88% 98.88%
07.11.2024 0.89% 1.16 CHF 1.17 CHF 310'000 310'000 114'105 114'105 132'449 CHF 133'596 CHF 97.94% 97.94%

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