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 1.85% 1.09 CHF 1.10 CHF 114'000 114'000 49'702 49'702 52'040 CHF 52'801 CHF 99.89% 99.89%
19.11.2024 2.00% 0.88 CHF 0.89 CHF 118'000 118'000 51'738 51'738 45'708 CHF 46'486 CHF 99.87% 99.87%
18.11.2024 1.69% 0.87 CHF 0.88 CHF 118'000 118'000 50'950 50'950 49'470 CHF 50'230 CHF 97.65% 97.65%
15.11.2024 1.30% 1.16 CHF 1.17 CHF 112'000 112'000 47'281 47'281 62'275 CHF 62'983 CHF 99.58% 99.58%
14.11.2024 1.06% 1.59 CHF 1.60 CHF 105'000 105'000 46'839 46'839 76'976 CHF 77'683 CHF 100.00% 100.00%
13.11.2024 1.03% 1.77 CHF 1.78 CHF 103'000 103'000 46'303 46'303 81'083 CHF 81'785 CHF 100.00% 100.00%
12.11.2024 1.00% 1.71 CHF 1.72 CHF 104'000 104'000 46'388 46'388 82'443 CHF 83'146 CHF 99.79% 99.79%
11.11.2024 0.98% 1.91 CHF 1.92 CHF 102'000 102'000 45'811 45'811 85'156 CHF 85'851 CHF 99.89% 99.89%
08.11.2024 1.96% 1.79 CHF 1.80 CHF 104'000 104'000 47'768 47'768 78'026 CHF 79'137 CHF 98.93% 98.93%
07.11.2024 2.24% 1.48 CHF 1.49 CHF 109'000 109'000 49'026 49'026 68'753 CHF 69'898 CHF 99.90% 99.90%

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