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 1.73% 0.83 CHF 0.84 CHF 132'000 132'000 58'468 58'468 51'286 CHF 52'046 CHF 99.39% 99.39%
19.11.2024 1.72% 0.89 CHF 0.90 CHF 131'000 131'000 58'565 58'565 52'019 CHF 52'780 CHF 100.00% 100.00%
18.11.2024 1.70% 0.91 CHF 0.92 CHF 130'000 130'000 58'097 58'097 52'336 CHF 53'092 CHF 99.68% 99.68%
15.11.2024 1.72% 0.91 CHF 0.92 CHF 130'000 130'000 58'117 58'117 52'490 CHF 53'245 CHF 100.00% 100.00%
14.11.2024 1.68% 0.90 CHF 0.91 CHF 130'000 130'000 58'307 58'307 53'377 CHF 54'138 CHF 98.47% 98.47%
13.11.2024 1.59% 0.91 CHF 0.92 CHF 130'000 130'000 57'511 57'511 54'516 CHF 55'263 CHF 99.09% 99.09%
12.11.2024 1.57% 0.99 CHF 1.00 CHF 128'000 128'000 57'718 57'718 56'573 CHF 57'322 CHF 99.81% 99.81%
11.11.2024 1.60% 1.00 CHF 1.01 CHF 128'000 128'000 57'768 57'768 56'565 CHF 57'318 CHF 99.90% 99.90%
08.11.2024 1.72% 0.94 CHF 0.95 CHF 130'000 130'000 59'196 59'196 53'520 CHF 54'288 CHF 99.04% 99.04%
07.11.2024 1.69% 0.88 CHF 0.89 CHF 133'000 133'000 59'035 59'035 53'106 CHF 53'871 CHF 99.96% 99.96%

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