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 0.52% 2.00 CHF 2.01 CHF 150'000 150'000 67'521 67'521 132'078 CHF 132'754 CHF 99.90% 99.90%
19.11.2024 0.52% 1.92 CHF 1.93 CHF 152'000 152'000 67'626 67'626 132'098 CHF 132'775 CHF 100.00% 100.00%
18.11.2024 0.50% 2.02 CHF 2.03 CHF 150'000 150'000 65'039 65'039 133'564 CHF 134'215 CHF 99.64% 99.64%
15.11.2024 0.55% 2.01 CHF 2.02 CHF 150'000 150'000 49'864 49'864 96'254 CHF 96'754 CHF 98.89% 98.89%
14.11.2024 1.05% 1.91 CHF 1.92 CHF 152'000 152'000 50'874 50'874 95'475 CHF 96'049 CHF 95.01% 95.01%
13.11.2024 0.69% 1.49 CHF 1.50 CHF 168'000 168'000 75'201 75'201 110'262 CHF 111'016 CHF 99.78% 99.78%
12.11.2024 0.71% 1.42 CHF 1.43 CHF 170'000 170'000 75'478 75'478 108'528 CHF 109'285 CHF 100.00% 100.00%
11.11.2024 0.73% 1.42 CHF 1.43 CHF 170'000 170'000 76'294 76'294 107'307 CHF 108'072 CHF 99.90% 99.90%
08.11.2024 0.75% 1.36 CHF 1.37 CHF 174'000 174'000 78'033 78'033 105'365 CHF 106'147 CHF 100.00% 100.00%
07.11.2024 0.74% 1.37 CHF 1.38 CHF 174'000 174'000 77'459 77'459 106'072 CHF 106'848 CHF 99.85% 99.85%

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