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 1.84% 0.53 CHF 0.54 CHF 220'000 220'000 85'442 85'442 46'693 CHF 47'549 CHF 99.75% 99.75%
19.11.2024 1.92% 0.51 CHF 0.52 CHF 230'000 230'000 86'452 86'452 45'332 CHF 46'198 CHF 99.43% 99.43%
18.11.2024 1.95% 0.54 CHF 0.55 CHF 230'000 230'000 88'664 88'664 45'822 CHF 46'710 CHF 99.35% 99.35%
15.11.2024 1.77% 0.51 CHF 0.52 CHF 220'000 220'000 84'959 84'959 47'571 CHF 48'423 CHF 99.19% 99.19%
14.11.2024 1.50% 0.65 CHF 0.66 CHF 210'000 210'000 80'088 80'088 54'671 CHF 55'475 CHF 99.22% 99.22%
13.11.2024 1.34% 0.67 CHF 0.68 CHF 200'000 200'000 70'706 70'706 52'167 CHF 52'877 CHF 99.30% 99.30%
12.11.2024 1.18% 0.75 CHF 0.76 CHF 180'000 180'000 65'557 65'557 53'510 CHF 54'168 CHF 98.38% 98.38%
11.11.2024 0.98% 0.95 CHF 0.96 CHF 170'000 170'000 63'037 63'037 63'540 CHF 64'173 CHF 98.83% 98.83%
08.11.2024 0.92% 1.14 CHF 1.15 CHF 170'000 170'000 62'239 62'239 69'361 CHF 69'986 CHF 99.47% 99.47%
07.11.2024 0.91% 1.14 CHF 1.15 CHF 170'000 170'000 63'901 63'901 73'082 CHF 73'725 CHF 99.39% 99.39%

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