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 1.05% 0.94 CHF 0.95 CHF 174'000 174'000 63'978 63'978 61'558 CHF 62'199 CHF 99.83% 99.83%
19.11.2024 1.08% 0.92 CHF 0.93 CHF 176'000 176'000 65'014 65'014 60'732 CHF 61'383 CHF 100.00% 100.00%
18.11.2024 1.10% 0.96 CHF 0.97 CHF 174'000 174'000 65'047 65'047 59'773 CHF 60'425 CHF 99.91% 99.91%
15.11.2024 1.03% 0.91 CHF 0.92 CHF 174'000 174'000 63'569 63'569 61'805 CHF 62'442 CHF 99.47% 99.47%
14.11.2024 0.91% 1.08 CHF 1.09 CHF 168'000 168'000 60'703 60'703 67'819 CHF 68'427 CHF 100.00% 100.00%
13.11.2024 0.85% 1.10 CHF 1.11 CHF 168'000 168'000 60'937 60'937 71'616 CHF 72'227 CHF 100.00% 100.00%
12.11.2024 0.77% 1.19 CHF 1.20 CHF 166'000 166'000 58'124 58'124 73'337 CHF 73'919 CHF 99.44% 99.44%
11.11.2024 0.67% 1.42 CHF 1.43 CHF 158'000 158'000 57'803 57'803 85'225 CHF 85'804 CHF 99.89% 99.89%
08.11.2024 0.64% 1.61 CHF 1.62 CHF 152'000 152'000 56'115 56'115 89'069 CHF 89'631 CHF 100.00% 100.00%
07.11.2024 0.64% 1.61 CHF 1.62 CHF 152'000 152'000 56'493 56'493 90'996 CHF 91'563 CHF 99.76% 99.76%

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