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
03.12.2024 1.93% 0.78 CHF 0.79 CHF 196'000 196'000 51'076 51'076 39'925 CHF 40'497 CHF 100.00% 100.00%
02.12.2024 1.90% 0.76 CHF 0.77 CHF 198'000 198'000 87'432 87'432 69'744 CHF 70'878 CHF 99.90% 99.90%
29.11.2024 1.91% 0.82 CHF 0.83 CHF 196'000 196'000 87'689 87'689 70'455 CHF 71'593 CHF 99.94% 99.94%
28.11.2024 1.93% 0.79 CHF 0.80 CHF 80'000 80'000 64'108 64'108 50'087 CHF 50'984 CHF 97.04% 100.00%
27.11.2024 2.93% 0.81 CHF 0.83 CHF 98'000 98'000 45'603 45'603 37'846 CHF 38'873 CHF 99.76% 99.76%
26.11.2024 1.96% 0.74 CHF 0.75 CHF 198'000 198'000 88'127 88'127 68'054 CHF 69'196 CHF 99.98% 99.98%
25.11.2024 2.16% 0.73 CHF 0.74 CHF 200'000 200'000 89'090 89'090 64'149 CHF 65'305 CHF 100.00% 100.00%
22.11.2024 2.30% 0.66 CHF 0.67 CHF 200'000 200'000 89'200 89'200 59'865 CHF 61'021 CHF 100.00% 100.00%
20.11.2024 1.85% 0.84 CHF 0.85 CHF 194'000 194'000 86'835 86'835 72'461 CHF 73'589 CHF 99.83% 99.83%
19.11.2024 1.82% 0.84 CHF 0.85 CHF 196'000 196'000 87'008 87'008 73'792 CHF 74'921 CHF 99.89% 99.89%

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