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 1.67% 0.62 CHF 0.63 CHF 80'000 80'000 36'575 36'575 22'224 CHF 22'590 CHF 99.34% 99.34%
19.11.2024 1.87% 0.56 CHF 0.57 CHF 82'000 82'000 36'855 36'855 20'016 CHF 20'386 CHF 100.00% 100.00%
18.11.2024 2.01% 0.54 CHF 0.55 CHF 82'000 82'000 36'832 36'832 18'929 CHF 19'298 CHF 99.78% 99.78%
15.11.2024 1.81% 0.54 CHF 0.55 CHF 82'000 82'000 36'816 36'816 20'521 CHF 20'890 CHF 99.90% 99.90%
14.11.2024 1.67% 0.55 CHF 0.56 CHF 82'000 82'000 36'164 36'164 21'173 CHF 21'536 CHF 98.51% 98.51%
13.11.2024 1.68% 0.62 CHF 0.63 CHF 81'000 81'000 36'668 36'668 22'173 CHF 22'540 CHF 100.00% 100.00%
12.11.2024 1.62% 0.59 CHF 0.60 CHF 81'000 81'000 36'569 36'569 22'615 CHF 22'981 CHF 99.88% 99.88%
11.11.2024 1.55% 0.66 CHF 0.67 CHF 80'000 80'000 35'641 35'641 23'357 CHF 23'714 CHF 99.90% 99.90%
08.11.2024 1.56% 0.68 CHF 0.69 CHF 80'000 80'000 36'547 36'547 23'832 CHF 24'198 CHF 99.05% 99.05%
07.11.2024 1.57% 0.61 CHF 0.62 CHF 81'000 81'000 35'877 35'877 22'927 CHF 23'287 CHF 99.90% 99.90%

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