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 1.18% 0.84 CHF 0.85 CHF 54'000 54'000 53'629 53'629 45'248 CHF 45'784 CHF 99.44% 99.44%
19.11.2024 1.24% 0.76 CHF 0.77 CHF 53'000 53'000 53'360 53'360 43'020 CHF 43'554 CHF 99.47% 99.47%
18.11.2024 1.04% 0.97 CHF 0.98 CHF 55'000 55'000 54'774 54'774 52'363 CHF 52'911 CHF 100.00% 100.00%
15.11.2024 1.00% 1.02 CHF 1.03 CHF 56'000 56'000 54'953 54'953 54'769 CHF 55'319 CHF 99.44% 99.44%
14.11.2024 0.91% 1.11 CHF 1.12 CHF 56'000 56'000 56'063 56'063 61'490 CHF 62'050 CHF 100.00% 100.00%
13.11.2024 0.89% 1.09 CHF 1.10 CHF 56'000 56'000 56'460 56'460 63'171 CHF 63'735 CHF 100.00% 100.00%
12.11.2024 0.96% 1.05 CHF 1.06 CHF 56'000 56'000 61'829 61'829 63'871 CHF 64'489 CHF 99.85% 99.85%
11.11.2024 0.87% 1.10 CHF 1.11 CHF 75'000 75'000 75'480 75'480 86'061 CHF 86'815 CHF 99.67% 99.67%
08.11.2024 0.73% 1.32 CHF 1.33 CHF 78'000 78'000 78'491 78'491 106'578 CHF 107'363 CHF 99.19% 99.19%
07.11.2024 0.65% 1.35 CHF 1.36 CHF 79'000 79'000 81'048 81'048 124'734 CHF 125'545 CHF 98.92% 98.92%

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