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 2.13% 0.88 CHF 0.89 CHF 200'000 200'000 74'752 74'752 63'735 CHF 64'796 CHF 99.65% 99.65%
19.11.2024 1.98% 0.85 CHF 0.86 CHF 200'000 200'000 74'754 74'754 65'593 CHF 66'653 CHF 99.66% 99.66%
18.11.2024 1.92% 0.89 CHF 0.90 CHF 200'000 200'000 74'783 74'783 68'413 CHF 69'474 CHF 99.57% 99.57%
15.11.2024 1.97% 0.96 CHF 0.97 CHF 200'000 200'000 74'761 74'761 68'340 CHF 69'401 CHF 99.67% 99.67%
14.11.2024 2.16% 0.87 CHF 0.88 CHF 200'000 200'000 74'762 74'762 62'594 CHF 63'655 CHF 99.66% 99.66%
13.11.2024 2.27% 0.81 CHF 0.82 CHF 300'000 300'000 113'691 113'691 89'534 CHF 91'137 CHF 96.75% 96.75%
12.11.2024 2.24% 0.80 CHF 0.81 CHF 300'000 300'000 112'128 112'128 88'197 CHF 89'788 CHF 99.66% 99.66%
11.11.2024 2.18% 0.80 CHF 0.81 CHF 200'000 200'000 74'764 74'764 59'997 CHF 61'058 CHF 99.66% 99.66%
08.11.2024 2.25% 0.81 CHF 0.82 CHF 300'000 300'000 112'122 112'122 88'991 CHF 90'582 CHF 99.65% 99.65%
07.11.2024 2.13% 0.80 CHF 0.81 CHF 200'000 200'000 74'751 74'751 61'459 CHF 62'520 CHF 99.65% 99.65%

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