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 1.24% 0.83 CHF 0.84 CHF 310'000 310'000 137'345 137'345 112'768 CHF 114'144 CHF 99.89% 99.89%
19.11.2024 1.27% 0.81 CHF 0.82 CHF 305'000 305'000 132'788 132'788 106'770 CHF 108'100 CHF 100.00% 100.00%
18.11.2024 1.31% 0.81 CHF 0.82 CHF 305'000 305'000 133'012 133'012 104'180 CHF 105'513 CHF 99.89% 99.89%
15.11.2024 1.32% 0.77 CHF 0.78 CHF 295'000 295'000 116'868 116'868 90'060 CHF 91'231 CHF 99.45% 99.45%
14.11.2024 1.32% 0.77 CHF 0.78 CHF 295'000 295'000 131'686 131'686 101'503 CHF 102'823 CHF 100.00% 100.00%
13.11.2024 1.33% 0.77 CHF 0.78 CHF 295'000 295'000 131'707 131'707 100'192 CHF 101'512 CHF 100.00% 100.00%
12.11.2024 1.32% 0.76 CHF 0.77 CHF 295'000 295'000 131'875 131'875 100'901 CHF 102'223 CHF 99.88% 99.88%
11.11.2024 1.32% 0.76 CHF 0.77 CHF 295'000 295'000 132'673 132'673 101'384 CHF 102'713 CHF 99.59% 99.59%
08.11.2024 1.32% 0.76 CHF 0.77 CHF 300'000 300'000 135'372 135'372 103'957 CHF 105'313 CHF 99.21% 99.21%
07.11.2024 1.32% 0.77 CHF 0.78 CHF 300'000 300'000 130'874 130'874 100'279 CHF 101'590 CHF 99.90% 99.90%

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