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 1.96% 0.53 CHF 0.54 CHF 81'738 50'000 80'882 50'000 45'253 CHF 28'535 CHF 99.00% 99.00%
19.11.2024 1.93% 0.54 CHF 0.55 CHF 81'094 50'000 80'905 50'000 44'383 CHF 27'968 CHF 100.00% 100.00%
18.11.2024 1.89% 0.60 CHF 0.61 CHF 79'954 50'000 79'780 50'000 48'714 CHF 31'114 CHF 100.00% 100.00%
15.11.2024 2.18% 0.65 CHF 0.67 CHF 78'995 50'000 79'128 50'000 51'015 CHF 32'948 CHF 100.00% 100.00%
14.11.2024 1.98% 0.65 CHF 0.66 CHF 79'005 50'000 79'154 50'000 51'275 CHF 33'039 CHF 99.22% 99.22%
13.11.2024 2.26% 0.60 CHF 0.61 CHF 79'801 50'000 79'378 49'710 48'709 CHF 31'208 CHF 99.36% 99.36%
12.11.2024 1.90% 0.64 CHF 0.65 CHF 78'767 50'000 77'106 50'000 53'574 CHF 35'419 CHF 84.34% 84.34%
11.11.2024 1.66% 0.76 CHF 0.77 CHF 70'000 50'000 70'000 50'000 53'037 CHF 38'518 CHF 100.00% 100.00%
08.11.2024 1.66% 0.70 CHF 0.71 CHF 76'670 50'000 76'703 50'000 53'209 CHF 35'267 CHF 93.30% 93.30%
07.11.2024 1.71% 0.73 CHF 0.74 CHF 70'000 50'000 76'498 48'688 51'087 CHF 33'186 CHF 98.13% 98.13%

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