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 2.57% 0.76 CHF 0.78 CHF 69'200 69'200 69'124 69'124 53'055 CHF 54'437 CHF 99.45% 99.45%
19.11.2024 2.52% 0.81 CHF 0.83 CHF 69'100 69'100 73'265 73'265 57'343 CHF 58'808 CHF 98.78% 98.78%
18.11.2024 2.70% 0.80 CHF 0.82 CHF 74'500 74'500 80'506 79'975 58'745 CHF 59'958 CHF 98.78% 98.78%
15.11.2024 2.93% 0.66 CHF 0.68 CHF 82'400 82'400 87'031 87'031 58'606 CHF 60'346 CHF 100.00% 100.00%
14.11.2024 3.23% 0.61 CHF 0.63 CHF 88'500 88'500 81'204 81'204 49'497 CHF 51'121 CHF 100.00% 100.00%
13.11.2024 2.95% 0.64 CHF 0.66 CHF 79'100 79'100 75'049 75'049 50'125 CHF 51'626 CHF 100.00% 100.00%
12.11.2024 2.80% 0.65 CHF 0.67 CHF 73'800 73'800 66'860 66'860 47'033 CHF 48'370 CHF 99.82% 99.82%
11.11.2024 2.29% 0.78 CHF 0.80 CHF 65'000 65'000 59'922 59'822 51'803 CHF 52'915 CHF 99.74% 99.74%
08.11.2024 2.18% 0.84 CHF 0.86 CHF 58'300 58'300 57'917 57'917 52'665 CHF 53'823 CHF 100.00% 100.00%
07.11.2024 2.14% 0.99 CHF 1.01 CHF 57'800 57'800 62'456 62'456 57'657 CHF 58'906 CHF 99.96% 99.96%

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