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 1.39% 0.71 CHF 0.72 CHF 170'000 170'000 168'978 168'978 123'807 CHF 125'499 CHF 99.22% 99.22%
19.11.2024 1.49% 0.69 CHF 0.70 CHF 180'000 180'000 176'446 176'446 120'496 CHF 122'263 CHF 98.87% 98.87%
18.11.2024 1.35% 0.76 CHF 0.77 CHF 170'000 170'000 168'288 168'288 126'748 CHF 128'433 CHF 99.88% 99.88%
15.11.2024 1.38% 0.74 CHF 0.75 CHF 170'000 170'000 168'198 168'198 123'330 CHF 125'014 CHF 99.86% 99.86%
14.11.2024 1.47% 0.72 CHF 0.73 CHF 180'000 180'000 177'992 177'992 123'039 CHF 124'821 CHF 98.58% 98.58%
13.11.2024 1.52% 0.62 CHF 0.63 CHF 180'000 180'000 178'003 178'003 118'839 CHF 120'621 CHF 99.88% 99.88%
12.11.2024 1.40% 0.68 CHF 0.69 CHF 180'000 180'000 169'371 169'371 122'763 CHF 124'459 CHF 99.87% 99.87%
11.11.2024 1.42% 0.77 CHF 0.78 CHF 180'000 180'000 178'053 178'053 127'499 CHF 129'281 CHF 100.00% 100.00%
08.11.2024 1.57% 0.62 CHF 0.63 CHF 180'000 180'000 178'045 178'045 115'188 CHF 116'972 CHF 98.52% 98.52%
07.11.2024 1.30% 0.75 CHF 0.76 CHF 170'000 170'000 168'052 168'052 131'459 CHF 133'142 CHF 100.00% 100.00%

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