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 2.46% 0.58 CHF 0.59 CHF 92'000 92'000 41'096 41'096 24'910 CHF 25'442 CHF 99.90% 99.90%
19.11.2024 2.24% 0.68 CHF 0.69 CHF 92'000 92'000 38'260 38'260 26'155 CHF 26'660 CHF 100.00% 100.00%
18.11.2024 2.44% 0.67 CHF 0.68 CHF 90'000 90'000 41'032 41'032 26'085 CHF 26'618 CHF 99.90% 99.90%
15.11.2024 2.40% 0.66 CHF 0.67 CHF 90'000 90'000 36'799 36'799 24'392 CHF 24'843 CHF 100.00% 100.00%
14.11.2024 2.29% 0.66 CHF 0.67 CHF 90'000 90'000 40'408 40'408 26'966 CHF 27'492 CHF 100.00% 100.00%
13.11.2024 2.64% 0.62 CHF 0.63 CHF 92'000 92'000 41'453 41'453 24'417 CHF 24'953 CHF 98.61% 99.78%
12.11.2024 2.27% 0.61 CHF 0.62 CHF 92'000 92'000 40'585 40'585 27'249 CHF 27'777 CHF 100.00% 100.00%
11.11.2024 5.61% 0.71 CHF 0.72 CHF 90'000 90'000 22'702 22'702 14'592 CHF 15'263 CHF 99.56% 99.56%
08.11.2024 3.06% 0.56 CHF 0.57 CHF 94'000 94'000 42'856 42'856 22'282 CHF 22'836 CHF 98.48% 98.48%
07.11.2024 2.98% 0.52 CHF 0.53 CHF 96'000 96'000 42'792 42'792 21'991 CHF 22'546 CHF 100.00% 100.00%

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