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 1.43% 0.74 CHF 0.75 CHF 270'000 270'000 118'995 118'995 85'313 CHF 86'508 CHF 99.57% 99.57%
19.11.2024 1.41% 0.70 CHF 0.71 CHF 270'000 270'000 120'323 120'323 86'241 CHF 87'448 CHF 99.22% 99.22%
18.11.2024 1.34% 0.75 CHF 0.76 CHF 270'000 270'000 115'812 115'812 88'689 CHF 89'853 CHF 98.15% 98.15%
15.11.2024 1.56% 0.74 CHF 0.75 CHF 270'000 270'000 90'089 90'089 63'066 CHF 63'972 CHF 97.60% 97.60%
14.11.2024 3.45% 0.69 CHF 0.70 CHF 270'000 270'000 108'926 108'926 71'435 CHF 72'824 CHF 58.13% 86.67%
13.11.2024 2.14% 0.49 CHF 0.50 CHF 300'000 300'000 135'131 135'131 64'259 CHF 65'616 CHF 99.60% 99.60%
12.11.2024 2.21% 0.46 CHF 0.47 CHF 310'000 310'000 135'179 135'179 62'418 CHF 63'775 CHF 99.97% 99.97%
11.11.2024 2.31% 0.46 CHF 0.47 CHF 310'000 310'000 139'433 139'433 62'293 CHF 63'694 CHF 99.90% 99.90%
08.11.2024 2.39% 0.43 CHF 0.44 CHF 310'000 310'000 140'575 140'575 59'267 CHF 60'677 CHF 99.70% 99.70%
07.11.2024 2.36% 0.43 CHF 0.44 CHF 320'000 320'000 141'427 141'427 61'014 CHF 62'434 CHF 99.73% 99.73%

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