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 1.28% 0.83 CHF 0.84 CHF 124'000 124'000 55'094 55'094 44'322 CHF 44'874 CHF 99.90% 99.90%
19.11.2024 1.33% 0.78 CHF 0.79 CHF 122'000 122'000 53'230 53'230 40'891 CHF 41'425 CHF 100.00% 100.00%
18.11.2024 2.26% 0.77 CHF 0.78 CHF 122'000 122'000 53'569 53'569 38'127 CHF 38'821 CHF 99.90% 99.90%
15.11.2024 2.27% 0.68 CHF 0.69 CHF 118'000 118'000 47'070 47'070 31'797 CHF 32'365 CHF 99.45% 99.45%
14.11.2024 2.27% 0.68 CHF 0.69 CHF 118'000 118'000 53'077 53'077 35'932 CHF 36'621 CHF 100.00% 100.00%
13.11.2024 2.31% 0.67 CHF 0.68 CHF 118'000 118'000 53'084 53'084 35'156 CHF 35'845 CHF 100.00% 100.00%
12.11.2024 2.27% 0.67 CHF 0.68 CHF 118'000 118'000 53'087 53'087 35'496 CHF 36'186 CHF 99.85% 99.85%
11.11.2024 2.25% 0.66 CHF 0.67 CHF 118'000 118'000 52'924 52'924 35'567 CHF 36'255 CHF 99.61% 99.61%
08.11.2024 1.46% 0.68 CHF 0.69 CHF 120'000 120'000 54'069 54'069 37'352 CHF 37'894 CHF 100.00% 100.00%
07.11.2024 1.64% 0.69 CHF 0.70 CHF 120'000 120'000 52'350 52'350 35'951 CHF 36'501 CHF 99.90% 99.90%

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