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 1.01% 0.98 CHF 0.99 CHF 190'000 190'000 70'697 70'697 70'847 CHF 71'555 CHF 99.77% 99.77%
19.11.2024 1.04% 0.96 CHF 0.97 CHF 190'000 190'000 71'162 71'162 69'386 CHF 70'099 CHF 99.78% 99.78%
18.11.2024 1.05% 1.00 CHF 1.01 CHF 190'000 190'000 71'336 71'336 68'708 CHF 69'422 CHF 99.43% 99.43%
15.11.2024 0.99% 0.96 CHF 0.97 CHF 190'000 190'000 70'262 70'262 71'193 CHF 71'897 CHF 99.23% 99.23%
14.11.2024 0.89% 1.12 CHF 1.13 CHF 180'000 180'000 66'747 66'747 77'062 CHF 77'732 CHF 99.56% 99.56%
13.11.2024 0.83% 1.13 CHF 1.14 CHF 180'000 180'000 67'933 67'933 82'403 CHF 83'085 CHF 99.52% 99.52%
12.11.2024 0.76% 1.22 CHF 1.23 CHF 170'000 170'000 61'081 61'081 79'303 CHF 79'916 CHF 98.42% 98.42%
11.11.2024 0.66% 1.44 CHF 1.45 CHF 160'000 160'000 60'887 60'887 91'709 CHF 92'320 CHF 98.61% 98.61%
08.11.2024 0.64% 1.64 CHF 1.65 CHF 160'000 160'000 60'136 60'136 96'945 CHF 97'549 CHF 99.58% 99.58%
07.11.2024 0.63% 1.63 CHF 1.64 CHF 160'000 160'000 61'766 61'766 101'215 CHF 101'836 CHF 99.09% 99.09%

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