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 1.23% 0.84 CHF 0.85 CHF 310'000 310'000 137'346 137'346 114'216 CHF 115'592 CHF 99.90% 99.90%
19.11.2024 1.25% 0.82 CHF 0.83 CHF 305'000 305'000 132'788 132'788 108'180 CHF 109'510 CHF 100.00% 100.00%
18.11.2024 1.29% 0.82 CHF 0.83 CHF 305'000 305'000 133'014 133'014 105'634 CHF 106'967 CHF 99.89% 99.89%
15.11.2024 1.30% 0.78 CHF 0.79 CHF 295'000 295'000 116'869 116'869 91'349 CHF 92'521 CHF 99.45% 99.45%
14.11.2024 1.30% 0.78 CHF 0.79 CHF 295'000 295'000 131'686 131'686 102'895 CHF 104'214 CHF 100.00% 100.00%
13.11.2024 1.31% 0.78 CHF 0.79 CHF 295'000 295'000 131'703 131'703 101'559 CHF 102'879 CHF 100.00% 100.00%
12.11.2024 1.30% 0.77 CHF 0.78 CHF 295'000 295'000 131'913 131'913 102'312 CHF 103'633 CHF 99.85% 99.85%
11.11.2024 1.30% 0.77 CHF 0.78 CHF 295'000 295'000 132'676 132'676 102'736 CHF 104'065 CHF 99.57% 99.57%
08.11.2024 1.30% 0.77 CHF 0.78 CHF 300'000 300'000 135'383 135'383 105'342 CHF 106'698 CHF 99.19% 99.19%
07.11.2024 1.30% 0.78 CHF 0.79 CHF 300'000 300'000 130'872 130'872 101'799 CHF 103'110 CHF 99.90% 99.90%

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