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 2.26% 0.47 CHF 0.49 CHF 26'200 26'200 171'300 171'300 76'917 CHF 78'638 CHF 98.90% 98.90%
19.11.2024 2.87% 0.41 CHF 0.43 CHF 31'400 31'400 209'240 209'240 73'830 CHF 75'932 CHF 98.73% 98.73%
18.11.2024 2.90% 0.34 CHF 0.36 CHF 31'000 31'000 197'584 197'584 69'386 CHF 71'372 CHF 98.94% 98.94%
15.11.2024 2.38% 0.39 CHF 0.42 CHF 18'400 18'400 116'527 116'527 52'546 CHF 53'723 CHF 98.94% 98.94%
14.11.2024 1.60% 0.64 CHF 0.67 CHF 16'600 16'600 107'631 107'631 70'874 CHF 71'961 CHF 98.85% 98.85%
13.11.2024 1.67% 0.68 CHF 0.71 CHF 17'700 17'700 114'638 114'638 72'009 CHF 73'166 CHF 98.87% 98.87%
12.11.2024 1.65% 0.60 CHF 0.63 CHF 13'600 13'600 87'815 87'815 56'340 CHF 57'226 CHF 98.75% 98.75%
11.11.2024 1.35% 0.83 CHF 0.86 CHF 16'700 16'700 107'859 107'859 84'153 CHF 85'242 CHF 98.90% 98.90%
08.11.2024 1.60% 0.66 CHF 0.68 CHF 19'500 19'500 127'331 127'331 81'396 CHF 82'676 CHF 97.79% 97.79%
07.11.2024 1.77% 0.59 CHF 0.62 CHF 16'100 16'100 103'937 103'937 62'358 CHF 63'407 CHF 98.90% 98.90%

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