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 1.70% 0.60 CHF 0.61 CHF 140'000 140'000 136'194 136'194 79'604 CHF 80'966 CHF 100.00% 100.00%
19.11.2024 1.63% 0.59 CHF 0.60 CHF 136'000 136'000 138'683 138'683 84'380 CHF 85'767 CHF 100.00% 100.00%
18.11.2024 1.75% 0.57 CHF 0.58 CHF 136'000 136'000 134'994 134'994 76'461 CHF 77'811 CHF 100.00% 100.00%
15.11.2024 1.78% 0.55 CHF 0.56 CHF 132'000 132'000 132'280 132'280 73'789 CHF 75'112 CHF 100.00% 100.00%
14.11.2024 1.65% 0.59 CHF 0.60 CHF 136'000 136'000 137'326 137'326 82'579 CHF 83'952 CHF 100.00% 100.00%
13.11.2024 1.67% 0.61 CHF 0.62 CHF 140'000 140'000 136'398 136'398 81'151 CHF 82'515 CHF 100.00% 100.00%
12.11.2024 1.73% 0.58 CHF 0.59 CHF 136'000 136'000 135'438 135'438 77'431 CHF 78'785 CHF 99.85% 99.85%
11.11.2024 1.74% 0.56 CHF 0.57 CHF 132'000 132'000 135'306 135'306 77'009 CHF 78'362 CHF 99.64% 99.64%
08.11.2024 1.73% 0.58 CHF 0.59 CHF 136'000 136'000 134'834 134'834 77'147 CHF 78'496 CHF 99.45% 99.45%
07.11.2024 1.69% 0.58 CHF 0.59 CHF 136'000 136'000 135'439 135'439 79'545 CHF 80'899 CHF 100.00% 100.00%

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