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 1.15% 0.85 CHF 0.86 CHF 174'000 174'000 63'976 63'976 56'068 CHF 56'710 CHF 99.82% 99.82%
19.11.2024 1.19% 0.83 CHF 0.84 CHF 176'000 176'000 65'008 65'008 55'204 CHF 55'856 CHF 100.00% 100.00%
18.11.2024 1.22% 0.87 CHF 0.88 CHF 174'000 174'000 65'046 65'046 54'187 CHF 54'839 CHF 99.91% 99.91%
15.11.2024 1.12% 0.83 CHF 0.84 CHF 174'000 174'000 63'569 63'569 56'349 CHF 56'986 CHF 99.47% 99.47%
14.11.2024 0.98% 1.00 CHF 1.01 CHF 168'000 168'000 60'701 60'701 62'684 CHF 63'292 CHF 100.00% 100.00%
13.11.2024 0.91% 1.01 CHF 1.02 CHF 168'000 168'000 60'936 60'936 66'480 CHF 67'090 CHF 100.00% 100.00%
12.11.2024 0.82% 1.10 CHF 1.11 CHF 166'000 166'000 58'097 58'097 68'430 CHF 69'012 CHF 99.47% 99.47%
11.11.2024 0.71% 1.33 CHF 1.34 CHF 158'000 158'000 57'802 57'802 80'447 CHF 81'026 CHF 99.89% 99.89%
08.11.2024 0.67% 1.53 CHF 1.54 CHF 152'000 152'000 56'117 56'117 84'501 CHF 85'063 CHF 100.00% 100.00%
07.11.2024 0.67% 1.52 CHF 1.53 CHF 152'000 152'000 56'495 56'495 86'407 CHF 86'974 CHF 99.76% 99.76%

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