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 1.47% 0.70 CHF 0.71 CHF 150'000 150'000 68'116 68'116 47'422 CHF 48'104 CHF 99.32% 99.32%
19.11.2024 1.52% 0.65 CHF 0.66 CHF 150'000 150'000 67'847 67'847 45'268 CHF 45'951 CHF 100.00% 100.00%
18.11.2024 1.33% 0.74 CHF 0.75 CHF 140'000 140'000 65'907 65'907 49'963 CHF 50'624 CHF 99.80% 99.80%
15.11.2024 1.39% 0.73 CHF 0.74 CHF 140'000 140'000 65'863 65'863 48'123 CHF 48'782 CHF 99.72% 99.72%
14.11.2024 1.28% 0.78 CHF 0.79 CHF 140'000 140'000 65'338 65'338 52'166 CHF 52'822 CHF 98.62% 98.62%
13.11.2024 1.34% 0.80 CHF 0.81 CHF 140'000 140'000 65'278 65'278 50'559 CHF 51'215 CHF 100.00% 100.00%
12.11.2024 1.34% 0.77 CHF 0.78 CHF 140'000 140'000 65'137 65'137 50'566 CHF 51'222 CHF 99.76% 99.76%
11.11.2024 1.51% 0.77 CHF 0.78 CHF 150'000 150'000 67'217 67'217 47'791 CHF 48'468 CHF 99.90% 99.90%
08.11.2024 1.74% 0.63 CHF 0.64 CHF 160'000 160'000 75'171 75'171 45'036 CHF 45'792 CHF 99.06% 99.06%
07.11.2024 1.69% 0.61 CHF 0.62 CHF 160'000 160'000 72'027 72'027 43'853 CHF 44'577 CHF 99.68% 99.68%

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