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 2.23% 0.94 CHF 0.95 CHF 35'530 35'530 24'093 24'093 21'086 CHF 21'514 CHF 99.99% 99.99%
19.11.2024 2.58% 0.73 CHF 0.74 CHF 37'000 37'000 24'719 24'719 18'025 CHF 18'461 CHF 98.98% 98.98%
18.11.2024 2.15% 0.72 CHF 0.73 CHF 37'020 37'020 24'220 24'220 20'581 CHF 21'007 CHF 99.94% 99.94%
15.11.2024 1.60% 1.01 CHF 1.02 CHF 35'320 35'320 22'884 22'884 27'125 CHF 27'541 CHF 71.73% 71.73%
14.11.2024 1.25% 1.44 CHF 1.45 CHF 33'240 33'240 21'974 21'974 33'126 CHF 33'514 CHF 100.00% 100.00%
13.11.2024 1.21% 1.61 CHF 1.62 CHF 32'460 32'460 21'852 21'852 34'678 CHF 35'065 CHF 99.89% 99.89%
12.11.2024 1.17% 1.56 CHF 1.57 CHF 32'810 32'810 21'736 21'736 35'373 CHF 35'757 CHF 100.00% 100.00%
11.11.2024 1.14% 1.76 CHF 1.77 CHF 31'990 31'990 21'639 21'639 36'508 CHF 36'892 CHF 100.00% 100.00%
08.11.2024 1.34% 1.64 CHF 1.65 CHF 32'790 32'790 22'544 22'544 32'894 CHF 33'294 CHF 100.00% 100.00%
07.11.2024 1.56% 1.32 CHF 1.33 CHF 34'470 34'470 23'307 23'307 28'957 CHF 29'370 CHF 100.00% 100.00%

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