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 1.15% 0.84 CHF 0.85 CHF 270'000 270'000 132'923 132'923 116'510 CHF 117'843 CHF 98.07% 98.07%
19.11.2024 1.17% 0.86 CHF 0.87 CHF 270'000 270'000 135'077 135'077 116'795 CHF 118'147 CHF 98.62% 98.62%
18.11.2024 1.20% 0.90 CHF 0.91 CHF 260'000 260'000 130'669 130'669 112'102 CHF 113'410 CHF 96.68% 96.68%
15.11.2024 1.20% 0.81 CHF 0.82 CHF 270'000 270'000 133'222 133'222 112'078 CHF 113'412 CHF 98.14% 98.14%
14.11.2024 1.11% 0.89 CHF 0.90 CHF 270'000 270'000 128'978 128'978 118'259 CHF 119'553 CHF 98.08% 98.08%
13.11.2024 1.23% 0.94 CHF 0.95 CHF 260'000 260'000 111'923 111'923 108'498 CHF 109'845 CHF 98.04% 98.04%
12.11.2024 0.99% 0.99 CHF 1.00 CHF 260'000 260'000 120'639 120'639 124'024 CHF 125'233 CHF 97.88% 97.88%
11.11.2024 0.96% 1.05 CHF 1.06 CHF 250'000 250'000 120'007 120'007 127'068 CHF 128'270 CHF 97.91% 97.91%
08.11.2024 0.93% 1.10 CHF 1.11 CHF 250'000 250'000 118'608 118'608 130'685 CHF 131'875 CHF 97.69% 97.69%
07.11.2024 0.99% 1.07 CHF 1.08 CHF 250'000 250'000 121'228 121'228 127'480 CHF 128'700 CHF 98.96% 98.96%

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