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 1.54% 0.71 CHF 0.72 CHF 75'000 75'000 95'077 95'077 61'281 CHF 62'231 CHF 99.41% 99.41%
19.11.2024 1.55% 0.65 CHF 0.66 CHF 100'000 100'000 99'729 99'729 63'783 CHF 64'780 CHF 97.56% 97.56%
18.11.2024 1.53% 0.64 CHF 0.65 CHF 100'000 100'000 97'140 97'140 63'104 CHF 64'075 CHF 97.59% 97.59%
15.11.2024 1.69% 0.64 CHF 0.65 CHF 100'000 100'000 100'000 100'000 58'817 CHF 59'817 CHF 98.27% 98.27%
14.11.2024 1.94% 0.53 CHF 0.54 CHF 100'000 100'000 100'000 100'000 51'170 CHF 52'170 CHF 98.74% 98.74%
13.11.2024 1.99% 0.53 CHF 0.54 CHF 100'000 100'000 100'421 100'421 49'931 CHF 50'935 CHF 98.10% 98.10%
12.11.2024 2.16% 0.49 CHF 0.50 CHF 63'000 63'000 63'000 63'000 28'877 CHF 29'507 CHF 99.14% 99.14%
11.11.2024 2.45% 0.45 CHF 0.46 CHF 63'000 63'000 70'841 70'841 28'499 CHF 29'207 CHF 99.25% 99.25%
08.11.2024 2.42% 0.39 CHF 0.40 CHF 75'000 75'000 64'712 64'707 26'351 CHF 26'996 CHF 99.31% 99.31%
07.11.2024 2.26% 0.41 CHF 0.42 CHF 63'000 63'000 63'000 63'000 27'554 CHF 28'184 CHF 98.71% 98.71%

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