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 1.32% 0.72 CHF 0.73 CHF 350'000 350'000 155'378 155'378 117'084 CHF 118'643 CHF 97.54% 97.54%
19.11.2024 1.40% 0.76 CHF 0.77 CHF 350'000 350'000 154'962 154'962 111'794 CHF 113'349 CHF 97.67% 97.67%
18.11.2024 1.30% 0.77 CHF 0.78 CHF 350'000 350'000 156'112 156'112 121'198 CHF 122'762 CHF 98.66% 98.66%
15.11.2024 1.15% 0.79 CHF 0.80 CHF 340'000 340'000 146'874 146'874 127'481 CHF 128'962 CHF 96.01% 96.01%
14.11.2024 1.01% 0.96 CHF 0.97 CHF 330'000 330'000 136'052 136'052 136'727 CHF 138'094 CHF 96.61% 96.61%
13.11.2024 1.14% 0.96 CHF 0.97 CHF 330'000 330'000 147'603 147'603 134'319 CHF 135'802 CHF 97.58% 97.58%
12.11.2024 1.21% 0.83 CHF 0.84 CHF 340'000 340'000 152'493 152'493 128'703 CHF 130'232 CHF 97.99% 97.99%
11.11.2024 1.16% 0.84 CHF 0.85 CHF 340'000 340'000 151'190 151'190 131'719 CHF 133'236 CHF 98.16% 98.16%
08.11.2024 1.15% 0.88 CHF 0.89 CHF 340'000 340'000 152'281 152'281 134'994 CHF 136'523 CHF 98.78% 98.78%
07.11.2024 1.20% 0.92 CHF 0.93 CHF 340'000 340'000 151'181 151'181 132'486 CHF 134'005 CHF 98.06% 98.06%

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