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 1.23% 0.81 CHF 0.82 CHF 244'200 244'200 89'215 89'215 73'378 CHF 74'273 CHF 99.82% 99.82%
19.11.2024 1.26% 0.79 CHF 0.80 CHF 248'500 248'500 91'054 91'054 72'959 CHF 73'871 CHF 100.00% 100.00%
18.11.2024 1.28% 0.82 CHF 0.83 CHF 254'200 254'200 94'350 94'350 74'544 CHF 75'489 CHF 99.90% 99.90%
15.11.2024 1.20% 0.79 CHF 0.80 CHF 234'300 234'300 84'410 84'410 70'377 CHF 71'223 CHF 99.47% 99.47%
14.11.2024 1.07% 0.92 CHF 0.93 CHF 218'500 218'500 78'612 78'612 74'905 CHF 75'693 CHF 100.00% 100.00%
13.11.2024 0.98% 0.94 CHF 0.95 CHF 191'000 191'000 68'934 68'934 69'856 CHF 70'547 CHF 100.00% 100.00%
12.11.2024 0.87% 1.02 CHF 1.03 CHF 163'900 163'900 57'237 57'237 62'812 CHF 63'386 CHF 99.47% 99.47%
11.11.2024 0.73% 1.26 CHF 1.27 CHF 141'800 141'800 51'398 51'398 68'509 CHF 69'024 CHF 99.89% 99.89%
08.11.2024 0.69% 1.50 CHF 1.51 CHF 130'800 130'800 47'914 47'914 70'551 CHF 71'031 CHF 100.00% 100.00%
07.11.2024 0.69% 1.50 CHF 1.51 CHF 136'200 136'200 50'431 50'431 75'834 CHF 76'341 CHF 99.76% 99.76%

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