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 1.24% 0.79 CHF 0.80 CHF 25'000 25'000 25'000 25'000 20'003 CHF 20'253 CHF 99.73% 99.73%
19.11.2024 1.27% 0.80 CHF 0.81 CHF 25'000 25'000 25'000 24'996 19'626 CHF 19'873 CHF 99.89% 99.89%
18.11.2024 1.25% 0.81 CHF 0.82 CHF 25'000 25'000 25'000 25'000 19'932 CHF 20'182 CHF 100.00% 100.00%
15.11.2024 1.17% 0.83 CHF 0.84 CHF 25'000 25'000 25'000 25'000 21'217 CHF 21'467 CHF 100.00% 100.00%
14.11.2024 1.12% 0.93 CHF 0.94 CHF 25'000 25'000 25'000 24'978 22'214 CHF 22'444 CHF 100.00% 100.00%
13.11.2024 1.16% 0.86 CHF 0.87 CHF 25'000 25'000 25'000 25'000 21'476 CHF 21'726 CHF 99.93% 99.93%
12.11.2024 1.09% 0.89 CHF 0.90 CHF 25'000 25'000 25'000 24'996 22'813 CHF 23'059 CHF 100.00% 100.00%
11.11.2024 1.04% 0.95 CHF 0.96 CHF 25'000 25'000 25'000 25'000 23'835 CHF 24'085 CHF 99.66% 99.66%
08.11.2024 1.05% 0.94 CHF 0.95 CHF 25'000 25'000 25'000 25'000 23'690 CHF 23'940 CHF 100.00% 100.00%
07.11.2024 1.02% 0.94 CHF 0.95 CHF 25'000 25'000 25'000 25'000 24'345 CHF 24'595 CHF 99.70% 99.70%

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