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 1.34% 0.74 CHF 0.75 CHF 350'000 350'000 131'422 131'422 99'285 CHF 100'602 CHF 98.80% 98.80%
19.11.2024 1.36% 0.73 CHF 0.74 CHF 360'000 360'000 133'589 133'589 99'033 CHF 100'371 CHF 98.52% 98.52%
18.11.2024 1.38% 0.75 CHF 0.76 CHF 360'000 360'000 135'889 135'889 99'784 CHF 101'145 CHF 98.48% 98.48%
15.11.2024 1.32% 0.73 CHF 0.74 CHF 350'000 350'000 131'317 131'317 99'958 CHF 101'274 CHF 98.20% 98.20%
14.11.2024 1.23% 0.82 CHF 0.83 CHF 340'000 340'000 126'349 126'349 105'366 CHF 106'635 CHF 98.99% 98.99%
13.11.2024 1.17% 0.82 CHF 0.83 CHF 340'000 340'000 121'165 121'165 104'340 CHF 105'557 CHF 98.62% 98.62%
12.11.2024 1.10% 0.87 CHF 0.88 CHF 340'000 340'000 115'289 115'289 104'167 CHF 105'324 CHF 96.36% 96.36%
11.11.2024 0.99% 0.98 CHF 0.99 CHF 320'000 320'000 116'811 116'811 117'779 CHF 118'952 CHF 99.08% 99.08%
08.11.2024 0.97% 1.07 CHF 1.08 CHF 310'000 310'000 113'273 113'273 120'114 CHF 121'252 CHF 98.59% 98.59%
07.11.2024 0.96% 1.07 CHF 1.08 CHF 310'000 310'000 115'266 115'266 123'770 CHF 124'930 CHF 98.61% 98.61%

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