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 1.60% 0.92 CHF 0.93 CHF 92'000 92'000 41'096 41'096 38'706 CHF 39'239 CHF 99.90% 99.90%
19.11.2024 1.51% 1.01 CHF 1.02 CHF 92'000 92'000 38'254 38'254 38'981 CHF 39'485 CHF 100.00% 100.00%
18.11.2024 1.60% 1.01 CHF 1.02 CHF 90'000 90'000 41'032 41'032 39'873 CHF 40'406 CHF 99.90% 99.90%
15.11.2024 1.57% 1.00 CHF 1.01 CHF 90'000 90'000 36'799 36'799 36'850 CHF 37'302 CHF 100.00% 100.00%
14.11.2024 1.53% 1.00 CHF 1.01 CHF 90'000 90'000 40'409 40'409 40'585 CHF 41'111 CHF 100.00% 100.00%
13.11.2024 1.68% 0.95 CHF 0.96 CHF 92'000 92'000 41'453 41'453 38'269 CHF 38'805 CHF 98.61% 99.78%
12.11.2024 1.52% 0.95 CHF 0.96 CHF 92'000 92'000 40'584 40'584 40'846 CHF 41'373 CHF 100.00% 100.00%
11.11.2024 3.63% 1.04 CHF 1.05 CHF 90'000 90'000 22'701 22'701 22'154 CHF 22'825 CHF 99.61% 99.61%
08.11.2024 1.85% 0.89 CHF 0.90 CHF 94'000 94'000 42'695 42'695 36'290 CHF 36'843 CHF 99.33% 99.33%
07.11.2024 1.82% 0.85 CHF 0.86 CHF 96'000 96'000 42'793 42'793 36'134 CHF 36'689 CHF 100.00% 100.00%

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