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
26.11.2024 3.31% 0.93 CHF 0.97 CHF 34'600 34'600 35'359 35'359 34'182 CHF 35'326 CHF 99.88% 99.88%
25.11.2024 3.27% 0.95 CHF 0.98 CHF 35'600 35'600 43'273 43'273 39'015 CHF 40'316 CHF 100.00% 100.00%
22.11.2024 3.88% 0.78 CHF 0.81 CHF 45'700 45'700 47'840 47'840 36'448 CHF 37'883 CHF 100.00% 100.00%
20.11.2024 4.16% 0.75 CHF 0.78 CHF 50'700 50'700 49'709 49'709 35'187 CHF 36'678 CHF 99.45% 99.45%
19.11.2024 4.51% 0.67 CHF 0.70 CHF 49'400 49'400 36'448 36'448 29'343 CHF 30'688 CHF 98.77% 98.77%
18.11.2024 4.63% 0.93 CHF 0.97 CHF 32'600 32'600 23'611 23'611 27'009 CHF 28'274 CHF 98.78% 98.78%
15.11.2024 4.78% 1.40 CHF 1.46 CHF 20'900 20'900 16'728 16'728 23'311 CHF 24'432 CHF 100.00% 100.00%
14.11.2024 3.14% 1.92 CHF 1.99 CHF 15'400 15'400 18'115 18'115 35'446 CHF 36'568 CHF 100.00% 100.00%
13.11.2024 3.06% 1.76 CHF 1.82 CHF 18'900 18'900 21'728 21'728 36'445 CHF 37'576 CHF 100.00% 100.00%
12.11.2024 2.74% 1.71 CHF 1.76 CHF 22'600 22'600 26'462 26'462 39'973 CHF 41'080 CHF 99.81% 99.81%

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