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 1.10% 0.93 CHF 0.94 CHF 310'000 310'000 137'347 137'347 126'748 CHF 128'124 CHF 99.90% 99.90%
19.11.2024 1.12% 0.91 CHF 0.92 CHF 305'000 305'000 132'793 132'793 120'511 CHF 121'841 CHF 100.00% 100.00%
18.11.2024 1.15% 0.91 CHF 0.92 CHF 305'000 305'000 133'015 133'015 118'179 CHF 119'511 CHF 99.90% 99.90%
15.11.2024 1.16% 0.88 CHF 0.89 CHF 295'000 295'000 116'869 116'869 102'108 CHF 103'279 CHF 99.45% 99.45%
14.11.2024 1.16% 0.87 CHF 0.88 CHF 295'000 295'000 131'680 131'680 115'168 CHF 116'487 CHF 100.00% 100.00%
13.11.2024 1.17% 0.87 CHF 0.88 CHF 295'000 295'000 131'699 131'699 114'152 CHF 115'471 CHF 100.00% 100.00%
12.11.2024 1.17% 0.87 CHF 0.88 CHF 295'000 295'000 131'914 131'914 114'282 CHF 115'603 CHF 99.85% 99.85%
11.11.2024 1.17% 0.86 CHF 0.87 CHF 295'000 295'000 132'684 132'684 114'786 CHF 116'116 CHF 99.57% 99.57%
08.11.2024 1.17% 0.87 CHF 0.88 CHF 300'000 300'000 134'912 134'912 117'179 CHF 118'531 CHF 100.00% 100.00%
07.11.2024 1.16% 0.87 CHF 0.88 CHF 300'000 300'000 130'874 130'874 113'788 CHF 115'099 CHF 99.90% 99.90%

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