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 1.39% 0.74 CHF 0.75 CHF 310'000 310'000 137'349 137'349 100'436 CHF 101'812 CHF 99.90% 99.90%
19.11.2024 1.43% 0.72 CHF 0.73 CHF 305'000 305'000 132'787 132'787 94'855 CHF 96'185 CHF 100.00% 100.00%
18.11.2024 1.48% 0.72 CHF 0.73 CHF 305'000 305'000 133'017 133'017 92'224 CHF 93'557 CHF 99.90% 99.90%
15.11.2024 1.49% 0.68 CHF 0.69 CHF 295'000 295'000 116'870 116'870 79'559 CHF 80'731 CHF 99.45% 99.45%
14.11.2024 1.49% 0.68 CHF 0.69 CHF 295'000 295'000 131'686 131'686 89'662 CHF 90'981 CHF 100.00% 100.00%
13.11.2024 1.51% 0.68 CHF 0.69 CHF 295'000 295'000 131'702 131'702 88'375 CHF 89'695 CHF 100.00% 100.00%
12.11.2024 1.49% 0.67 CHF 0.68 CHF 295'000 295'000 131'913 131'913 89'122 CHF 90'443 CHF 99.85% 99.85%
11.11.2024 1.50% 0.67 CHF 0.68 CHF 295'000 295'000 132'679 132'679 89'474 CHF 90'803 CHF 99.56% 99.56%
08.11.2024 1.49% 0.67 CHF 0.68 CHF 300'000 300'000 135'396 135'396 91'828 CHF 93'184 CHF 99.17% 99.17%
07.11.2024 1.49% 0.68 CHF 0.69 CHF 300'000 300'000 130'873 130'873 88'799 CHF 90'110 CHF 99.90% 99.90%

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