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 1.38% 0.75 CHF 0.76 CHF 310'000 310'000 137'347 137'347 101'608 CHF 102'984 CHF 99.90% 99.90%
19.11.2024 1.41% 0.73 CHF 0.74 CHF 305'000 305'000 132'788 132'788 96'080 CHF 97'410 CHF 100.00% 100.00%
18.11.2024 1.46% 0.73 CHF 0.74 CHF 305'000 305'000 133'012 133'012 93'421 CHF 94'754 CHF 99.90% 99.90%
15.11.2024 1.47% 0.69 CHF 0.70 CHF 295'000 295'000 116'870 116'870 80'489 CHF 81'660 CHF 99.45% 99.45%
14.11.2024 1.47% 0.69 CHF 0.70 CHF 295'000 295'000 131'694 131'694 90'809 CHF 92'128 CHF 100.00% 100.00%
13.11.2024 1.49% 0.68 CHF 0.69 CHF 295'000 295'000 131'701 131'701 89'495 CHF 90'815 CHF 100.00% 100.00%
12.11.2024 1.48% 0.68 CHF 0.69 CHF 295'000 295'000 131'909 131'909 90'189 CHF 91'511 CHF 99.85% 99.85%
11.11.2024 1.47% 0.68 CHF 0.69 CHF 295'000 295'000 132'676 132'676 90'674 CHF 92'003 CHF 99.57% 99.57%
08.11.2024 1.47% 0.68 CHF 0.69 CHF 300'000 300'000 134'913 134'913 92'783 CHF 94'134 CHF 100.00% 100.00%
07.11.2024 1.47% 0.69 CHF 0.70 CHF 300'000 300'000 130'874 130'874 89'681 CHF 90'992 CHF 99.90% 99.90%

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