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 2.84% 0.76 CHF 0.77 CHF 35'580 35'580 24'093 24'093 16'668 CHF 17'096 CHF 99.99% 99.99%
19.11.2024 3.43% 0.54 CHF 0.55 CHF 37'000 37'000 24'720 24'720 13'504 CHF 13'941 CHF 98.97% 98.97%
18.11.2024 2.71% 0.53 CHF 0.54 CHF 37'020 37'020 24'219 24'219 16'142 CHF 16'569 CHF 99.94% 99.94%
15.11.2024 1.88% 0.82 CHF 0.83 CHF 35'350 35'350 22'881 22'881 22'905 CHF 23'321 CHF 71.73% 71.73%
14.11.2024 1.42% 1.26 CHF 1.27 CHF 33'250 33'250 21'973 21'973 29'083 CHF 29'470 CHF 100.00% 100.00%
13.11.2024 1.37% 1.43 CHF 1.44 CHF 32'460 32'460 21'854 21'854 30'697 CHF 31'084 CHF 99.88% 99.88%
12.11.2024 1.31% 1.37 CHF 1.38 CHF 32'810 32'810 21'735 21'735 31'410 CHF 31'794 CHF 100.00% 100.00%
11.11.2024 1.28% 1.58 CHF 1.59 CHF 31'980 31'980 21'639 21'639 32'578 CHF 32'961 CHF 100.00% 100.00%
08.11.2024 1.54% 1.46 CHF 1.47 CHF 32'780 32'780 22'543 22'543 28'832 CHF 29'232 CHF 100.00% 100.00%
07.11.2024 1.83% 1.14 CHF 1.15 CHF 34'470 34'470 23'307 23'307 24'746 CHF 25'159 CHF 100.00% 100.00%

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