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 1.09% 0.88 CHF 0.89 CHF 510'000 510'000 265'438 265'438 246'281 CHF 248'944 CHF 99.90% 99.90%
19.11.2024 1.16% 0.94 CHF 0.95 CHF 500'000 500'000 272'123 272'123 240'803 CHF 243'529 CHF 99.55% 99.55%
18.11.2024 1.55% 0.95 CHF 0.96 CHF 510'000 510'000 270'079 270'079 253'571 CHF 257'257 CHF 97.74% 97.74%
15.11.2024 1.54% 0.72 CHF 0.73 CHF 560'000 560'000 300'643 300'643 202'237 CHF 205'249 CHF 99.27% 99.27%
14.11.2024 1.28% 0.72 CHF 0.73 CHF 550'000 550'000 282'265 282'265 221'321 CHF 224'155 CHF 98.42% 98.42%
13.11.2024 1.19% 0.81 CHF 0.82 CHF 540'000 540'000 273'916 273'916 234'228 CHF 236'978 CHF 99.34% 99.34%
12.11.2024 3.32% 0.90 CHF 0.91 CHF 510'000 510'000 184'000 184'000 170'227 CHF 172'905 CHF 90.34% 90.34%
11.11.2024 1.09% 1.03 CHF 1.04 CHF 500'000 500'000 273'964 273'964 255'486 CHF 258'230 CHF 97.30% 97.30%
08.11.2024 1.84% 0.69 CHF 0.70 CHF 590'000 590'000 306'233 306'233 177'647 CHF 180'723 CHF 96.63% 96.63%
07.11.2024 2.16% 0.54 CHF 0.55 CHF 660'000 660'000 350'190 350'190 169'338 CHF 172'856 CHF 99.77% 99.77%

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