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 1.03% 0.89 CHF 0.90 CHF 75'000 75'000 72'109 72'109 69'754 CHF 70'475 CHF 99.03% 99.03%
19.11.2024 1.02% 0.96 CHF 0.97 CHF 75'000 75'000 68'037 68'037 66'241 CHF 66'921 CHF 96.59% 96.59%
18.11.2024 1.01% 0.99 CHF 1.00 CHF 50'000 50'000 67'538 67'538 66'689 CHF 67'364 CHF 97.59% 97.59%
15.11.2024 0.90% 1.01 CHF 1.02 CHF 50'000 50'000 50'000 50'000 55'206 CHF 55'706 CHF 97.79% 97.79%
14.11.2024 0.76% 1.25 CHF 1.26 CHF 50'000 50'000 50'000 50'000 65'801 CHF 66'301 CHF 99.41% 99.41%
13.11.2024 0.75% 1.27 CHF 1.28 CHF 50'000 50'000 44'476 44'476 59'296 CHF 59'741 CHF 99.22% 99.22%
12.11.2024 0.69% 1.36 CHF 1.37 CHF 25'000 25'000 25'000 25'000 36'333 CHF 36'583 CHF 98.82% 98.82%
11.11.2024 0.62% 1.48 CHF 1.49 CHF 25'000 25'000 25'000 25'000 40'489 CHF 40'739 CHF 94.05% 94.05%
08.11.2024 0.62% 1.66 CHF 1.67 CHF 25'000 25'000 25'000 25'000 40'382 CHF 40'632 CHF 97.80% 97.80%
07.11.2024 0.63% 1.66 CHF 1.67 CHF 25'000 25'000 25'000 25'000 39'844 CHF 40'094 CHF 98.09% 98.09%

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