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 1.40% 0.73 CHF 0.74 CHF 220'000 220'000 99'661 99'661 72'264 CHF 73'262 CHF 97.90% 97.90%
19.11.2024 1.43% 0.70 CHF 0.71 CHF 230'000 230'000 102'385 102'385 72'329 CHF 73'357 CHF 97.21% 97.21%
18.11.2024 1.32% 0.76 CHF 0.77 CHF 220'000 220'000 99'263 99'263 75'858 CHF 76'853 CHF 99.03% 99.03%
15.11.2024 1.36% 0.75 CHF 0.76 CHF 220'000 220'000 99'448 99'448 74'540 CHF 75'536 CHF 98.68% 98.68%
14.11.2024 1.28% 0.78 CHF 0.79 CHF 210'000 210'000 97'413 97'413 77'082 CHF 78'059 CHF 97.23% 97.23%
13.11.2024 1.34% 0.79 CHF 0.80 CHF 210'000 210'000 96'294 96'294 74'147 CHF 75'114 CHF 98.00% 98.00%
12.11.2024 1.35% 0.76 CHF 0.77 CHF 220'000 220'000 97'761 97'761 75'127 CHF 76'111 CHF 96.26% 96.26%
11.11.2024 1.44% 0.76 CHF 0.77 CHF 220'000 220'000 98'433 98'433 71'884 CHF 72'876 CHF 97.72% 97.72%
08.11.2024 1.58% 0.68 CHF 0.69 CHF 230'000 230'000 104'455 104'455 68'592 CHF 69'642 CHF 92.13% 92.13%
07.11.2024 1.56% 0.66 CHF 0.67 CHF 230'000 230'000 100'785 100'785 66'704 CHF 67'717 CHF 98.38% 98.38%

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