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 1.16% 0.89 CHF 0.90 CHF 80'000 80'000 36'594 36'594 31'983 CHF 32'349 CHF 99.47% 99.47%
19.11.2024 1.26% 0.82 CHF 0.83 CHF 82'000 82'000 36'857 36'857 29'852 CHF 30'222 CHF 100.00% 100.00%
18.11.2024 1.31% 0.80 CHF 0.81 CHF 82'000 82'000 36'868 36'868 28'813 CHF 29'182 CHF 99.88% 99.88%
15.11.2024 1.23% 0.81 CHF 0.82 CHF 82'000 82'000 36'735 36'735 30'298 CHF 30'666 CHF 99.72% 99.72%
14.11.2024 1.16% 0.81 CHF 0.82 CHF 82'000 82'000 36'100 36'100 30'806 CHF 31'167 CHF 98.43% 98.43%
13.11.2024 1.17% 0.88 CHF 0.89 CHF 81'000 81'000 36'667 36'667 31'931 CHF 32'298 CHF 100.00% 100.00%
12.11.2024 1.14% 0.86 CHF 0.87 CHF 81'000 81'000 36'570 36'570 32'337 CHF 32'704 CHF 99.88% 99.88%
11.11.2024 1.11% 0.92 CHF 0.93 CHF 80'000 80'000 35'640 35'640 32'787 CHF 33'144 CHF 99.90% 99.90%
08.11.2024 1.11% 0.94 CHF 0.95 CHF 80'000 80'000 36'547 36'547 33'428 CHF 33'794 CHF 99.04% 99.04%
07.11.2024 1.12% 0.87 CHF 0.88 CHF 81'000 81'000 35'911 35'911 32'404 CHF 32'764 CHF 99.68% 99.68%

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