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 1.08% 0.92 CHF 0.93 CHF 54'000 54'000 53'629 53'629 49'647 CHF 50'183 CHF 99.44% 99.44%
19.11.2024 1.12% 0.85 CHF 0.86 CHF 53'000 53'000 53'360 53'360 47'460 CHF 47'993 CHF 99.47% 99.47%
18.11.2024 0.96% 1.05 CHF 1.06 CHF 55'000 55'000 54'774 54'774 56'902 CHF 57'449 CHF 100.00% 100.00%
15.11.2024 0.92% 1.10 CHF 1.11 CHF 56'000 56'000 54'953 54'953 59'273 CHF 59'822 CHF 99.44% 99.44%
14.11.2024 0.84% 1.19 CHF 1.20 CHF 56'000 56'000 56'063 56'063 66'320 CHF 66'880 CHF 100.00% 100.00%
13.11.2024 0.83% 1.17 CHF 1.18 CHF 56'000 56'000 56'460 56'460 68'065 CHF 68'630 CHF 100.00% 100.00%
12.11.2024 0.89% 1.13 CHF 1.14 CHF 56'000 56'000 61'828 61'828 69'073 CHF 69'691 CHF 99.86% 99.86%
11.11.2024 0.80% 1.20 CHF 1.21 CHF 75'000 75'000 75'480 75'480 93'479 CHF 94'234 CHF 99.70% 99.70%
08.11.2024 0.69% 1.41 CHF 1.42 CHF 78'000 78'000 78'491 78'491 114'137 CHF 114'922 CHF 99.24% 99.24%
07.11.2024 0.62% 1.45 CHF 1.46 CHF 79'000 79'000 81'048 81'048 132'266 CHF 133'077 CHF 98.92% 98.92%

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