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 1.27% 0.85 CHF 0.86 CHF 130'000 130'000 63'014 63'014 51'564 CHF 52'197 CHF 97.13% 97.13%
19.11.2024 1.33% 0.80 CHF 0.81 CHF 130'000 130'000 60'320 60'320 47'137 CHF 47'743 CHF 94.63% 94.63%
18.11.2024 1.46% 0.78 CHF 0.79 CHF 130'000 130'000 59'503 59'503 43'028 CHF 43'625 CHF 96.95% 96.95%
15.11.2024 1.47% 0.70 CHF 0.71 CHF 130'000 130'000 51'377 51'377 35'467 CHF 35'983 CHF 93.62% 93.62%
14.11.2024 1.48% 0.69 CHF 0.70 CHF 130'000 130'000 60'366 60'366 41'639 CHF 42'245 CHF 95.91% 95.91%
13.11.2024 1.51% 0.68 CHF 0.69 CHF 130'000 130'000 60'376 60'376 40'877 CHF 41'482 CHF 97.16% 97.16%
12.11.2024 1.49% 0.68 CHF 0.69 CHF 130'000 130'000 60'709 60'709 41'377 CHF 41'986 CHF 96.05% 96.05%
11.11.2024 1.47% 0.68 CHF 0.69 CHF 130'000 130'000 62'178 62'178 42'712 CHF 43'336 CHF 95.61% 95.61%
08.11.2024 1.45% 0.69 CHF 0.70 CHF 130'000 130'000 61'817 61'817 43'492 CHF 44'112 CHF 96.21% 96.21%
07.11.2024 1.45% 0.70 CHF 0.71 CHF 130'000 130'000 59'818 59'818 41'907 CHF 42'507 CHF 93.53% 93.53%

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