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 2.77% 0.75 CHF 0.76 CHF 114'000 114'000 49'704 49'704 35'131 CHF 35'892 CHF 99.90% 99.90%
19.11.2024 3.16% 0.55 CHF 0.56 CHF 118'000 118'000 51'727 51'727 28'753 CHF 29'531 CHF 99.88% 99.88%
18.11.2024 2.50% 0.54 CHF 0.55 CHF 118'000 118'000 50'950 50'950 32'469 CHF 33'230 CHF 97.65% 97.65%
15.11.2024 1.72% 0.82 CHF 0.83 CHF 112'000 112'000 47'280 47'280 46'160 CHF 46'867 CHF 99.58% 99.58%
14.11.2024 1.32% 1.25 CHF 1.26 CHF 105'000 105'000 46'860 46'860 61'036 CHF 61'743 CHF 100.00% 100.00%
13.11.2024 1.28% 1.43 CHF 1.44 CHF 103'000 103'000 46'303 46'303 65'391 CHF 66'092 CHF 100.00% 100.00%
12.11.2024 1.23% 1.37 CHF 1.38 CHF 104'000 104'000 46'386 46'386 66'750 CHF 67'453 CHF 99.80% 99.80%
11.11.2024 1.20% 1.57 CHF 1.58 CHF 102'000 102'000 45'814 45'814 69'697 CHF 70'392 CHF 99.89% 99.89%
08.11.2024 2.48% 1.46 CHF 1.47 CHF 104'000 104'000 47'772 47'772 62'044 CHF 63'155 CHF 98.91% 98.91%
07.11.2024 2.95% 1.14 CHF 1.15 CHF 109'000 109'000 49'026 49'026 52'313 CHF 53'459 CHF 99.90% 99.90%

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