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
03.12.2024 1.41% 0.69 CHF 0.70 CHF 75'000 75'000 35'138 35'138 24'629 CHF 24'981 CHF 99.69% 99.69%
02.12.2024 1.38% 0.67 CHF 0.68 CHF 80'000 75'000 72'353 36'248 52'142 CHF 26'116 CHF 89.73% 89.73%
29.11.2024 1.38% 0.73 CHF 0.74 CHF 75'000 75'000 74'350 33'541 53'330 CHF 24'398 CHF 99.15% 99.15%
28.11.2024 1.43% 0.70 CHF 0.71 CHF 80'000 20'000 80'000 20'000 55'709 CHF 14'127 CHF 99.99% 99.99%
27.11.2024 1.34% 0.72 CHF 0.73 CHF 75'000 75'000 71'069 35'141 52'658 CHF 26'389 CHF 99.68% 99.68%
26.11.2024 1.43% 0.65 CHF 0.66 CHF 80'000 75'000 80'000 36'880 55'545 CHF 25'620 CHF 89.10% 89.10%
25.11.2024 1.60% 0.64 CHF 0.65 CHF 80'000 75'000 87'708 35'123 54'306 CHF 22'406 CHF 99.68% 99.68%
22.11.2024 1.72% 0.57 CHF 0.58 CHF 90'000 75'000 91'228 35'139 52'442 CHF 20'615 CHF 99.57% 99.57%
20.11.2024 1.33% 0.75 CHF 0.76 CHF 75'000 75'000 71'065 35'125 53'002 CHF 26'566 CHF 99.68% 99.68%
19.11.2024 1.31% 0.75 CHF 0.76 CHF 75'000 75'000 71'065 35'124 54'076 CHF 27'121 CHF 99.68% 99.68%

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