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 1.51% 0.63 CHF 0.64 CHF 270'000 270'000 134'078 134'078 88'647 CHF 89'990 CHF 98.40% 98.40%
19.11.2024 1.55% 0.64 CHF 0.65 CHF 280'000 280'000 136'660 136'660 88'775 CHF 90'144 CHF 98.76% 98.76%
18.11.2024 1.60% 0.69 CHF 0.70 CHF 280'000 280'000 132'164 132'164 85'045 CHF 86'368 CHF 97.35% 97.35%
15.11.2024 1.60% 0.59 CHF 0.60 CHF 280'000 280'000 135'567 135'567 84'661 CHF 86'019 CHF 98.44% 98.44%
14.11.2024 1.46% 0.68 CHF 0.69 CHF 270'000 270'000 130'783 130'783 91'718 CHF 93'031 CHF 98.20% 98.20%
13.11.2024 1.59% 0.73 CHF 0.74 CHF 270'000 270'000 112'848 112'848 85'078 CHF 86'440 CHF 98.24% 98.24%
12.11.2024 1.25% 0.78 CHF 0.79 CHF 260'000 260'000 121'630 121'630 98'738 CHF 99'958 CHF 98.12% 98.12%
11.11.2024 1.21% 0.84 CHF 0.85 CHF 260'000 260'000 121'378 121'378 102'301 CHF 103'518 CHF 97.98% 97.98%
08.11.2024 1.16% 0.88 CHF 0.89 CHF 250'000 250'000 119'044 119'044 105'637 CHF 106'831 CHF 98.13% 98.13%
07.11.2024 1.24% 0.86 CHF 0.87 CHF 260'000 260'000 124'382 124'382 104'098 CHF 105'350 CHF 98.30% 98.30%

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