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 2.86% 0.80 CHF 0.81 CHF 195'000 195'000 86'940 86'940 69'850 CHF 71'425 CHF 99.89% 99.89%
19.11.2024 2.78% 0.82 CHF 0.83 CHF 195'000 195'000 80'362 80'362 67'540 CHF 68'985 CHF 100.00% 100.00%
18.11.2024 2.08% 0.88 CHF 0.89 CHF 200'000 200'000 89'573 89'573 81'526 CHF 82'928 CHF 99.89% 99.89%
15.11.2024 1.89% 0.94 CHF 0.95 CHF 205'000 205'000 91'453 91'453 86'209 CHF 87'597 CHF 99.90% 99.90%
14.11.2024 2.47% 0.91 CHF 0.92 CHF 200'000 200'000 68'836 68'836 62'020 CHF 63'055 CHF 100.00% 100.00%
13.11.2024 2.84% 0.86 CHF 0.87 CHF 200'000 200'000 87'819 87'819 72'837 CHF 74'420 CHF 100.00% 100.00%
12.11.2024 3.06% 0.82 CHF 0.83 CHF 195'000 195'000 86'092 86'092 66'392 CHF 67'943 CHF 99.85% 99.85%
11.11.2024 3.36% 0.74 CHF 0.75 CHF 190'000 190'000 83'943 83'943 59'004 CHF 60'518 CHF 99.56% 99.56%
08.11.2024 3.29% 0.71 CHF 0.72 CHF 190'000 190'000 85'336 85'336 60'273 CHF 61'813 CHF 99.16% 99.16%
07.11.2024 3.09% 0.71 CHF 0.72 CHF 190'000 190'000 85'398 85'398 62'631 CHF 64'179 CHF 100.00% 100.00%

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