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
22.11.2024 1.99% 0.83 CHF 0.84 CHF 88'000 88'000 39'387 39'387 31'318 CHF 31'827 CHF 100.00% 100.00%
20.11.2024 2.16% 0.67 CHF 0.68 CHF 92'000 92'000 41'096 41'096 28'534 CHF 29'066 CHF 99.90% 99.90%
19.11.2024 1.98% 0.76 CHF 0.77 CHF 92'000 92'000 38'254 38'254 29'518 CHF 30'022 CHF 100.00% 100.00%
18.11.2024 2.14% 0.76 CHF 0.77 CHF 90'000 90'000 41'033 41'033 29'712 CHF 30'244 CHF 99.90% 99.90%
15.11.2024 2.11% 0.75 CHF 0.76 CHF 90'000 90'000 36'799 36'799 27'667 CHF 28'118 CHF 100.00% 100.00%
14.11.2024 2.02% 0.75 CHF 0.76 CHF 90'000 90'000 40'409 40'409 30'529 CHF 31'055 CHF 100.00% 100.00%
13.11.2024 2.29% 0.71 CHF 0.72 CHF 92'000 92'000 41'450 41'450 28'073 CHF 28'609 CHF 98.61% 99.79%
12.11.2024 2.01% 0.70 CHF 0.71 CHF 92'000 92'000 40'584 40'584 30'829 CHF 31'357 CHF 100.00% 100.00%
11.11.2024 4.90% 0.79 CHF 0.80 CHF 90'000 90'000 22'703 22'703 16'589 CHF 17'259 CHF 99.53% 99.53%
08.11.2024 2.62% 0.65 CHF 0.66 CHF 94'000 94'000 42'800 42'800 25'921 CHF 26'475 CHF 98.78% 98.78%

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