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 2.30% 0.45 CHF 0.46 CHF 80'000 80'000 36'579 36'579 16'035 CHF 16'401 CHF 99.38% 99.38%
19.11.2024 2.71% 0.39 CHF 0.40 CHF 82'000 82'000 36'855 36'855 13'792 CHF 14'162 CHF 100.00% 100.00%
18.11.2024 3.02% 0.37 CHF 0.38 CHF 82'000 82'000 36'860 36'860 12'686 CHF 13'055 CHF 99.86% 99.86%
15.11.2024 2.58% 0.37 CHF 0.38 CHF 82'000 82'000 36'735 36'735 14'236 CHF 14'604 CHF 99.72% 99.72%
14.11.2024 2.32% 0.38 CHF 0.39 CHF 82'000 82'000 36'100 36'100 15'014 CHF 15'376 CHF 98.34% 98.34%
13.11.2024 2.32% 0.45 CHF 0.46 CHF 81'000 81'000 36'668 36'668 15'989 CHF 16'356 CHF 100.00% 100.00%
12.11.2024 2.21% 0.42 CHF 0.43 CHF 81'000 81'000 36'569 36'569 16'496 CHF 16'862 CHF 99.88% 99.88%
11.11.2024 2.08% 0.49 CHF 0.50 CHF 80'000 80'000 35'640 35'640 17'384 CHF 17'741 CHF 99.90% 99.90%
08.11.2024 2.09% 0.51 CHF 0.52 CHF 80'000 80'000 36'548 36'548 17'732 CHF 18'098 CHF 99.04% 99.04%
07.11.2024 2.12% 0.45 CHF 0.46 CHF 81'000 81'000 35'877 35'877 16'971 CHF 17'331 CHF 99.90% 99.90%

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