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 1.35% 1.12 CHF 1.13 CHF 139'100 139'100 48'228 48'228 54'478 CHF 55'070 CHF 99.09% 99.09%
19.11.2024 1.33% 1.11 CHF 1.12 CHF 135'600 135'600 46'656 46'656 52'588 CHF 53'157 CHF 99.38% 99.38%
18.11.2024 1.37% 1.18 CHF 1.19 CHF 139'800 139'800 48'087 48'087 54'480 CHF 55'070 CHF 99.90% 99.90%
15.11.2024 2.49% 1.20 CHF 1.21 CHF 97'200 97'200 27'051 27'051 33'184 CHF 33'611 CHF 99.25% 99.25%
14.11.2024 1.01% 1.81 CHF 1.82 CHF 92'000 92'000 31'263 31'263 56'201 CHF 56'626 CHF 99.89% 99.89%
13.11.2024 1.01% 1.68 CHF 1.69 CHF 88'600 88'600 30'341 30'341 52'640 CHF 53'054 CHF 100.00% 100.00%
12.11.2024 0.95% 1.82 CHF 1.83 CHF 83'400 83'400 28'514 28'514 53'753 CHF 54'141 CHF 100.00% 100.00%
11.11.2024 0.89% 1.95 CHF 1.96 CHF 78'700 78'700 26'959 26'959 52'976 CHF 53'343 CHF 99.93% 99.93%
08.11.2024 0.98% 2.12 CHF 2.13 CHF 74'000 74'000 25'517 25'517 53'564 CHF 53'940 CHF 100.00% 100.00%
07.11.2024 0.92% 2.03 CHF 2.04 CHF 83'800 83'800 28'951 28'951 58'015 CHF 58'411 CHF 100.00% 100.00%

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