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 1.10% 0.92 CHF 0.93 CHF 43'000 43'000 42'491 42'491 38'417 CHF 38'842 CHF 100.00% 100.00%
19.11.2024 1.10% 0.89 CHF 0.90 CHF 42'000 42'000 42'740 42'740 38'789 CHF 39'216 CHF 100.00% 100.00%
18.11.2024 1.15% 0.86 CHF 0.87 CHF 42'000 42'000 41'908 41'908 36'128 CHF 36'547 CHF 100.00% 100.00%
15.11.2024 1.17% 0.86 CHF 0.87 CHF 42'000 42'000 41'303 41'303 35'108 CHF 35'521 CHF 100.00% 100.00%
14.11.2024 1.12% 0.87 CHF 0.88 CHF 42'000 42'000 42'134 42'134 37'378 CHF 37'799 CHF 100.00% 100.00%
13.11.2024 1.13% 0.89 CHF 0.90 CHF 42'000 42'000 42'000 42'000 36'998 CHF 37'418 CHF 100.00% 100.00%
12.11.2024 1.17% 0.87 CHF 0.88 CHF 42'000 42'000 41'327 41'327 35'040 CHF 35'453 CHF 99.87% 99.87%
11.11.2024 1.34% 0.75 CHF 0.76 CHF 40'000 40'000 39'983 39'983 29'695 CHF 30'095 CHF 99.70% 99.70%
08.11.2024 1.31% 0.77 CHF 0.78 CHF 40'000 40'000 39'992 39'992 30'249 CHF 30'649 CHF 98.83% 98.83%
07.11.2024 1.44% 0.70 CHF 0.71 CHF 39'000 39'000 38'842 38'842 26'828 CHF 27'217 CHF 99.44% 99.44%

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