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 2.36% 0.44 CHF 0.45 CHF 80'000 80'000 36'574 36'574 15'614 CHF 15'980 CHF 99.34% 99.34%
19.11.2024 2.79% 0.38 CHF 0.39 CHF 82'000 82'000 36'855 36'855 13'372 CHF 13'742 CHF 100.00% 100.00%
18.11.2024 3.12% 0.36 CHF 0.37 CHF 82'000 82'000 36'831 36'831 12'269 CHF 12'638 CHF 99.78% 99.78%
15.11.2024 2.66% 0.36 CHF 0.37 CHF 82'000 82'000 36'816 36'816 13'829 CHF 14'197 CHF 99.90% 99.90%
14.11.2024 2.39% 0.37 CHF 0.38 CHF 82'000 82'000 36'162 36'162 14'612 CHF 14'974 CHF 98.54% 98.54%
13.11.2024 2.38% 0.44 CHF 0.45 CHF 81'000 81'000 36'667 36'667 15'568 CHF 15'935 CHF 100.00% 100.00%
12.11.2024 2.27% 0.41 CHF 0.42 CHF 81'000 81'000 36'562 36'562 16'034 CHF 16'401 CHF 99.88% 99.88%
11.11.2024 2.13% 0.48 CHF 0.49 CHF 80'000 80'000 35'643 35'643 16'970 CHF 17'327 CHF 99.90% 99.90%
08.11.2024 2.14% 0.50 CHF 0.51 CHF 80'000 80'000 36'547 36'547 17'321 CHF 17'687 CHF 99.05% 99.05%
07.11.2024 2.17% 0.43 CHF 0.44 CHF 81'000 81'000 35'876 35'876 16'557 CHF 16'916 CHF 99.90% 99.90%

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