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 2.56% 0.54 CHF 0.55 CHF 132'000 132'000 58'456 58'456 34'225 CHF 34'986 CHF 99.33% 99.33%
19.11.2024 2.53% 0.60 CHF 0.61 CHF 131'000 131'000 58'563 58'563 34'995 CHF 35'755 CHF 100.00% 100.00%
18.11.2024 2.48% 0.61 CHF 0.62 CHF 130'000 130'000 58'168 58'168 35'466 CHF 36'222 CHF 99.77% 99.77%
15.11.2024 2.53% 0.62 CHF 0.63 CHF 130'000 130'000 58'101 58'101 35'477 CHF 36'233 CHF 100.00% 100.00%
14.11.2024 2.44% 0.61 CHF 0.62 CHF 130'000 130'000 58'307 58'307 36'349 CHF 37'109 CHF 98.53% 98.53%
13.11.2024 2.25% 0.62 CHF 0.63 CHF 130'000 130'000 57'747 57'747 37'973 CHF 38'721 CHF 99.80% 99.80%
12.11.2024 2.22% 0.70 CHF 0.71 CHF 128'000 128'000 57'694 57'694 39'811 CHF 40'559 CHF 99.89% 99.89%
11.11.2024 2.29% 0.71 CHF 0.72 CHF 128'000 128'000 57'763 57'763 39'845 CHF 40'598 CHF 99.90% 99.90%
08.11.2024 2.53% 0.65 CHF 0.66 CHF 130'000 130'000 59'193 59'193 36'580 CHF 37'347 CHF 99.05% 99.05%
07.11.2024 2.47% 0.59 CHF 0.60 CHF 133'000 133'000 59'022 59'022 36'130 CHF 36'895 CHF 100.00% 100.00%

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