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 1.36% 0.68 CHF 0.69 CHF 75'000 75'000 75'797 75'797 55'197 CHF 55'955 CHF 98.58% 98.58%
19.11.2024 1.20% 0.84 CHF 0.85 CHF 75'000 75'000 75'000 75'000 62'042 CHF 62'792 CHF 99.15% 99.15%
18.11.2024 1.36% 0.86 CHF 0.87 CHF 75'000 75'000 75'308 75'308 55'418 CHF 56'171 CHF 97.43% 97.43%
15.11.2024 1.91% 0.66 CHF 0.67 CHF 100'000 100'000 106'352 106'352 55'446 CHF 56'510 CHF 99.26% 99.26%
14.11.2024 2.76% 0.40 CHF 0.41 CHF 125'000 125'000 146'161 146'161 52'153 CHF 53'615 CHF 97.49% 97.49%
13.11.2024 2.84% 0.33 CHF 0.34 CHF 175'000 175'000 137'868 137'867 47'776 CHF 49'155 CHF 98.66% 98.66%
12.11.2024 3.08% 0.35 CHF 0.36 CHF 75'000 75'000 84'886 84'889 27'151 CHF 28'001 CHF 98.90% 98.90%
11.11.2024 3.25% 0.28 CHF 0.29 CHF 88'000 88'000 88'502 88'502 26'851 CHF 27'736 CHF 99.10% 99.10%
08.11.2024 2.61% 0.31 CHF 0.32 CHF 88'000 88'000 73'349 73'349 27'730 CHF 28'464 CHF 99.49% 99.49%
07.11.2024 2.03% 0.43 CHF 0.44 CHF 63'000 63'000 57'928 57'928 28'136 CHF 28'715 CHF 98.98% 98.98%

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