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% 0.82 CHF 0.83 CHF 190'000 190'000 71'302 71'302 59'869 CHF 60'584 CHF 99.73% 99.73%
19.11.2024 1.24% 0.80 CHF 0.81 CHF 200'000 200'000 72'320 72'320 58'881 CHF 59'606 CHF 99.29% 99.29%
18.11.2024 1.26% 0.84 CHF 0.85 CHF 200'000 200'000 73'305 73'305 58'912 CHF 59'647 CHF 99.19% 99.19%
15.11.2024 1.17% 0.80 CHF 0.81 CHF 190'000 190'000 70'773 70'773 60'279 CHF 60'988 CHF 99.11% 99.11%
14.11.2024 1.04% 0.95 CHF 0.96 CHF 190'000 190'000 68'053 68'053 67'285 CHF 67'968 CHF 99.06% 99.06%
13.11.2024 0.95% 0.97 CHF 0.98 CHF 180'000 180'000 67'573 67'573 70'814 CHF 71'492 CHF 99.17% 99.17%
12.11.2024 0.86% 1.06 CHF 1.07 CHF 180'000 180'000 61'317 61'317 69'365 CHF 69'981 CHF 97.77% 97.77%
11.11.2024 0.74% 1.28 CHF 1.29 CHF 170'000 170'000 62'891 62'891 83'952 CHF 84'583 CHF 98.60% 98.60%
08.11.2024 0.71% 1.47 CHF 1.48 CHF 160'000 160'000 60'182 60'182 86'834 CHF 87'439 CHF 99.24% 99.24%
07.11.2024 0.70% 1.46 CHF 1.47 CHF 160'000 160'000 61'365 61'365 90'248 CHF 90'865 CHF 98.65% 98.65%

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