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 1.24% 0.80 CHF 0.81 CHF 54'000 54'000 52'676 52'676 42'209 CHF 42'736 CHF 100.00% 100.00%
19.11.2024 1.19% 0.83 CHF 0.84 CHF 55'000 55'000 53'531 53'531 44'786 CHF 45'322 CHF 100.00% 100.00%
18.11.2024 1.13% 0.86 CHF 0.87 CHF 55'000 55'000 53'568 53'568 47'199 CHF 47'735 CHF 100.00% 100.00%
15.11.2024 1.05% 0.93 CHF 0.94 CHF 56'000 56'000 54'118 54'118 51'098 CHF 51'639 CHF 100.00% 100.00%
14.11.2024 0.97% 1.01 CHF 1.02 CHF 56'000 56'000 54'753 54'753 55'884 CHF 56'432 CHF 99.33% 99.33%
13.11.2024 1.02% 0.99 CHF 1.00 CHF 56'000 56'000 54'448 54'448 53'044 CHF 53'589 CHF 100.00% 100.00%
12.11.2024 1.02% 1.02 CHF 1.03 CHF 56'000 56'000 55'306 55'306 54'125 CHF 54'678 CHF 68.32% 100.00%
11.11.2024 1.18% 0.89 CHF 0.90 CHF 55'000 55'000 52'700 52'700 44'539 CHF 45'066 CHF 99.93% 99.93%
08.11.2024 1.37% 0.78 CHF 0.79 CHF 54'000 54'000 51'726 51'726 37'739 CHF 38'256 CHF 100.00% 100.00%
07.11.2024 1.94% 0.49 CHF 0.50 CHF 51'000 51'000 49'705 49'705 25'448 CHF 25'945 CHF 98.53% 98.53%

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