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 1.59% 0.65 CHF 0.66 CHF 310'000 310'000 137'353 137'353 88'037 CHF 89'413 CHF 99.90% 99.90%
19.11.2024 1.63% 0.63 CHF 0.64 CHF 305'000 305'000 132'792 132'792 82'896 CHF 84'227 CHF 100.00% 100.00%
18.11.2024 1.71% 0.63 CHF 0.64 CHF 305'000 305'000 133'019 133'019 80'216 CHF 81'549 CHF 99.90% 99.90%
15.11.2024 1.72% 0.59 CHF 0.60 CHF 295'000 295'000 116'871 116'871 68'963 CHF 70'134 CHF 99.45% 99.45%
14.11.2024 1.71% 0.59 CHF 0.60 CHF 295'000 295'000 131'680 131'680 77'739 CHF 79'059 CHF 100.00% 100.00%
13.11.2024 1.74% 0.59 CHF 0.60 CHF 295'000 295'000 131'702 131'702 76'506 CHF 77'825 CHF 100.00% 100.00%
12.11.2024 1.72% 0.58 CHF 0.59 CHF 295'000 295'000 131'910 131'910 77'237 CHF 78'558 CHF 99.87% 99.87%
11.11.2024 1.72% 0.58 CHF 0.59 CHF 295'000 295'000 132'684 132'684 77'538 CHF 78'867 CHF 99.60% 99.60%
08.11.2024 1.71% 0.59 CHF 0.60 CHF 300'000 300'000 134'912 134'912 79'430 CHF 80'781 CHF 100.00% 100.00%
07.11.2024 1.71% 0.59 CHF 0.60 CHF 300'000 300'000 130'875 130'875 77'121 CHF 78'432 CHF 99.90% 99.90%

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