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 2.79% 0.35 CHF 0.36 CHF 54'000 54'000 53'629 53'629 19'065 CHF 19'601 CHF 99.44% 99.44%
19.11.2024 3.17% 0.28 CHF 0.29 CHF 53'000 53'000 53'360 53'360 17'132 CHF 17'665 CHF 99.47% 99.47%
18.11.2024 2.11% 0.48 CHF 0.49 CHF 55'000 55'000 54'774 54'774 25'699 CHF 26'247 CHF 100.00% 100.00%
15.11.2024 1.96% 0.53 CHF 0.54 CHF 56'000 56'000 54'953 54'953 27'847 CHF 28'397 CHF 99.44% 99.44%
14.11.2024 1.63% 0.62 CHF 0.63 CHF 56'000 56'000 56'062 56'062 34'083 CHF 34'643 CHF 100.00% 100.00%
13.11.2024 1.59% 0.60 CHF 0.61 CHF 56'000 56'000 56'460 56'460 35'343 CHF 35'908 CHF 100.00% 100.00%
12.11.2024 1.82% 0.56 CHF 0.57 CHF 56'000 56'000 61'828 61'828 33'538 CHF 34'156 CHF 99.85% 99.85%
11.11.2024 1.54% 0.61 CHF 0.62 CHF 75'000 75'000 75'480 75'480 48'609 CHF 49'364 CHF 99.72% 99.72%
08.11.2024 1.17% 0.81 CHF 0.82 CHF 78'000 78'000 78'495 78'495 66'715 CHF 67'500 CHF 100.00% 100.00%
07.11.2024 0.99% 0.85 CHF 0.86 CHF 79'000 79'000 81'048 81'048 82'718 CHF 83'529 CHF 98.92% 98.92%

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