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 3.90% 0.57 CHF 0.58 CHF 35'550 35'550 24'093 24'093 12'242 CHF 12'669 CHF 99.99% 99.99%
19.11.2024 5.09% 0.36 CHF 0.37 CHF 37'030 37'030 24'718 24'718 8'974 CHF 9'410 CHF 98.97% 98.97%
18.11.2024 3.69% 0.35 CHF 0.36 CHF 37'040 37'040 24'220 24'220 11'684 CHF 12'111 CHF 99.94% 99.94%
15.11.2024 2.28% 0.64 CHF 0.65 CHF 35'350 35'350 22'880 22'880 18'700 CHF 19'116 CHF 71.72% 71.72%
14.11.2024 1.64% 1.07 CHF 1.08 CHF 33'250 33'250 21'974 21'974 25'039 CHF 25'426 CHF 100.00% 100.00%
13.11.2024 1.58% 1.25 CHF 1.26 CHF 32'440 32'440 21'854 21'854 26'691 CHF 27'078 CHF 99.87% 99.87%
12.11.2024 1.50% 1.19 CHF 1.20 CHF 32'790 32'790 21'738 21'738 27'465 CHF 27'849 CHF 100.00% 100.00%
11.11.2024 1.46% 1.39 CHF 1.40 CHF 32'010 32'010 21'637 21'637 28'645 CHF 29'028 CHF 100.00% 100.00%
08.11.2024 1.79% 1.28 CHF 1.29 CHF 32'780 32'780 22'543 22'543 24'771 CHF 25'171 CHF 100.00% 100.00%
07.11.2024 2.20% 0.96 CHF 0.97 CHF 34'470 34'470 23'309 23'309 20'540 CHF 20'953 CHF 100.00% 100.00%

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