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 1.32% 0.75 CHF 0.76 CHF 54'000 54'000 53'628 53'628 40'255 CHF 40'791 CHF 99.44% 99.44%
19.11.2024 1.40% 0.67 CHF 0.68 CHF 53'000 53'000 53'360 53'360 38'131 CHF 38'665 CHF 99.47% 99.47%
18.11.2024 1.15% 0.88 CHF 0.89 CHF 55'000 55'000 54'774 54'774 47'299 CHF 47'847 CHF 100.00% 100.00%
15.11.2024 1.10% 0.93 CHF 0.94 CHF 56'000 56'000 54'953 54'953 49'628 CHF 50'177 CHF 99.44% 99.44%
14.11.2024 0.99% 1.01 CHF 1.02 CHF 56'000 56'000 56'062 56'062 56'231 CHF 56'792 CHF 100.00% 100.00%
13.11.2024 0.97% 0.99 CHF 1.00 CHF 56'000 56'000 56'460 56'460 57'717 CHF 58'281 CHF 100.00% 100.00%
12.11.2024 1.06% 0.95 CHF 0.96 CHF 56'000 56'000 61'829 61'829 58'044 CHF 58'662 CHF 99.85% 99.85%
11.11.2024 0.95% 1.01 CHF 1.02 CHF 75'000 75'000 75'480 75'480 79'305 CHF 80'060 CHF 99.70% 99.70%
08.11.2024 0.79% 1.22 CHF 1.23 CHF 78'000 78'000 78'495 78'495 99'438 CHF 100'223 CHF 100.00% 100.00%
07.11.2024 0.70% 1.26 CHF 1.27 CHF 79'000 79'000 81'048 81'048 117'008 CHF 117'818 CHF 98.92% 98.92%

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