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 1.03% 0.93 CHF 0.94 CHF 75'000 75'000 74'738 74'738 72'006 CHF 72'754 CHF 99.36% 99.36%
19.11.2024 1.13% 0.93 CHF 0.94 CHF 75'000 75'000 74'857 74'857 65'836 CHF 66'584 CHF 99.26% 99.26%
18.11.2024 0.97% 0.96 CHF 0.97 CHF 50'000 50'000 57'344 57'344 58'544 CHF 59'118 CHF 99.25% 99.25%
15.11.2024 0.97% 1.07 CHF 1.08 CHF 50'000 50'000 52'506 52'506 54'084 CHF 54'610 CHF 99.38% 99.38%
14.11.2024 1.01% 1.01 CHF 1.02 CHF 75'000 75'000 64'636 64'636 63'680 CHF 64'327 CHF 99.35% 99.35%
13.11.2024 1.12% 0.98 CHF 0.99 CHF 75'000 75'000 73'268 73'268 65'473 CHF 66'206 CHF 99.38% 99.38%
12.11.2024 1.85% 0.43 CHF 0.44 CHF 125'000 125'000 103'136 103'136 55'539 CHF 56'570 CHF 99.07% 99.07%
11.11.2024 1.85% 0.55 CHF 0.56 CHF 100'000 100'000 101'456 101'456 54'280 CHF 55'295 CHF 99.25% 99.25%
08.11.2024 2.37% 0.45 CHF 0.46 CHF 125'000 125'000 128'929 128'929 53'719 CHF 55'008 CHF 99.37% 99.37%
07.11.2024 2.62% 0.40 CHF 0.41 CHF 125'000 125'000 144'646 144'646 54'491 CHF 55'938 CHF 99.26% 99.26%

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