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
22.11.2024 1.55% 0.68 CHF 0.69 CHF 210'000 210'000 97'875 97'875 64'373 CHF 65'352 CHF 97.65% 97.65%
20.11.2024 1.60% 0.64 CHF 0.65 CHF 220'000 220'000 99'529 99'529 63'243 CHF 64'240 CHF 97.65% 97.65%
19.11.2024 1.63% 0.61 CHF 0.62 CHF 230'000 230'000 101'242 101'242 62'519 CHF 63'535 CHF 96.82% 96.82%
18.11.2024 1.50% 0.67 CHF 0.68 CHF 220'000 220'000 98'387 98'387 66'396 CHF 67'382 CHF 97.45% 97.45%
15.11.2024 1.54% 0.66 CHF 0.67 CHF 220'000 220'000 98'691 98'691 65'148 CHF 66'137 CHF 97.98% 97.98%
14.11.2024 1.44% 0.69 CHF 0.70 CHF 210'000 210'000 97'563 97'563 68'440 CHF 69'419 CHF 96.69% 96.69%
13.11.2024 1.51% 0.70 CHF 0.71 CHF 210'000 210'000 96'361 96'361 65'583 CHF 66'550 CHF 97.86% 97.86%
12.11.2024 1.51% 0.67 CHF 0.68 CHF 220'000 220'000 97'981 97'981 66'585 CHF 67'571 CHF 96.00% 96.00%
11.11.2024 1.64% 0.68 CHF 0.69 CHF 220'000 220'000 98'532 98'532 63'284 CHF 64'277 CHF 96.61% 96.61%
08.11.2024 1.83% 0.59 CHF 0.60 CHF 230'000 230'000 103'164 103'164 58'634 CHF 59'670 CHF 95.91% 95.91%

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