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 1.39% 0.67 CHF 0.68 CHF 135'000 135'000 133'765 133'765 95'598 CHF 96'936 CHF 99.29% 99.29%
19.11.2024 1.40% 0.72 CHF 0.73 CHF 135'000 135'000 134'093 134'093 94'894 CHF 96'235 CHF 99.97% 99.97%
18.11.2024 1.32% 0.77 CHF 0.78 CHF 130'000 130'000 130'610 130'610 97'938 CHF 99'244 CHF 99.89% 99.89%
15.11.2024 1.41% 0.69 CHF 0.70 CHF 135'000 135'000 134'443 134'443 94'371 CHF 95'715 CHF 100.00% 100.00%
14.11.2024 1.45% 0.70 CHF 0.71 CHF 135'000 135'000 134'435 134'435 92'133 CHF 93'477 CHF 98.65% 98.65%
13.11.2024 1.47% 0.66 CHF 0.67 CHF 135'000 135'000 134'462 134'462 90'673 CHF 92'018 CHF 99.98% 99.98%
12.11.2024 1.40% 0.66 CHF 0.67 CHF 135'000 135'000 134'439 134'439 95'715 CHF 97'060 CHF 99.13% 99.13%
11.11.2024 1.35% 0.75 CHF 0.76 CHF 130'000 130'000 133'054 133'054 98'196 CHF 99'526 CHF 100.00% 100.00%
08.11.2024 1.40% 0.70 CHF 0.71 CHF 135'000 135'000 134'437 134'437 95'724 CHF 97'069 CHF 99.04% 99.04%
07.11.2024 1.30% 0.74 CHF 0.75 CHF 130'000 130'000 129'464 129'464 98'720 CHF 100'015 CHF 100.00% 100.00%

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