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 2.04% 0.53 CHF 0.54 CHF 135'000 135'000 133'768 133'768 65'074 CHF 66'412 CHF 99.48% 99.48%
19.11.2024 2.02% 0.48 CHF 0.49 CHF 135'000 135'000 134'093 134'093 65'973 CHF 67'314 CHF 99.97% 99.97%
18.11.2024 2.18% 0.44 CHF 0.45 CHF 130'000 130'000 130'609 130'609 59'311 CHF 60'617 CHF 99.89% 99.89%
15.11.2024 1.96% 0.51 CHF 0.52 CHF 135'000 135'000 134'443 134'443 68'080 CHF 69'424 CHF 100.00% 100.00%
14.11.2024 1.91% 0.51 CHF 0.52 CHF 135'000 135'000 134'435 134'435 69'859 CHF 71'203 CHF 98.65% 98.65%
13.11.2024 1.87% 0.55 CHF 0.56 CHF 135'000 135'000 134'461 134'461 71'460 CHF 72'805 CHF 100.00% 100.00%
12.11.2024 1.99% 0.55 CHF 0.56 CHF 135'000 135'000 134'440 134'440 66'832 CHF 68'176 CHF 99.16% 99.16%
11.11.2024 2.09% 0.46 CHF 0.47 CHF 130'000 130'000 133'053 133'053 63'029 CHF 64'359 CHF 100.00% 100.00%
08.11.2024 1.97% 0.51 CHF 0.52 CHF 135'000 135'000 134'437 134'437 67'644 CHF 68'989 CHF 99.04% 99.04%
07.11.2024 2.16% 0.47 CHF 0.48 CHF 130'000 130'000 129'464 129'464 59'333 CHF 60'628 CHF 100.00% 100.00%

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