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 1.41% 0.69 CHF 0.70 CHF 174'000 174'000 63'976 63'976 45'695 CHF 46'336 CHF 99.83% 99.83%
19.11.2024 1.46% 0.67 CHF 0.68 CHF 176'000 176'000 65'009 65'009 44'661 CHF 45'312 CHF 100.00% 100.00%
18.11.2024 1.51% 0.71 CHF 0.72 CHF 174'000 174'000 65'046 65'046 43'627 CHF 44'278 CHF 99.91% 99.91%
15.11.2024 1.37% 0.67 CHF 0.68 CHF 174'000 174'000 63'570 63'570 45'987 CHF 46'624 CHF 99.47% 99.47%
14.11.2024 1.17% 0.83 CHF 0.84 CHF 168'000 168'000 60'704 60'704 52'783 CHF 53'391 CHF 100.00% 100.00%
13.11.2024 1.06% 0.85 CHF 0.86 CHF 168'000 168'000 60'938 60'938 56'619 CHF 57'229 CHF 100.00% 100.00%
12.11.2024 0.94% 0.94 CHF 0.95 CHF 166'000 166'000 58'111 58'111 59'044 CHF 59'626 CHF 99.47% 99.47%
11.11.2024 0.80% 1.17 CHF 1.18 CHF 158'000 158'000 57'802 57'802 71'120 CHF 71'699 CHF 99.89% 99.89%
08.11.2024 0.75% 1.37 CHF 1.38 CHF 152'000 152'000 56'116 56'116 75'540 CHF 76'102 CHF 100.00% 100.00%
07.11.2024 0.75% 1.37 CHF 1.38 CHF 152'000 152'000 56'493 56'493 77'371 CHF 77'939 CHF 99.76% 99.76%

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