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 1.85% 0.53 CHF 0.54 CHF 80'000 80'000 36'579 36'579 19'939 CHF 20'305 CHF 99.38% 99.38%
19.11.2024 1.67% 0.59 CHF 0.60 CHF 82'000 82'000 36'855 36'855 22'325 CHF 22'694 CHF 100.00% 100.00%
18.11.2024 1.56% 0.62 CHF 0.63 CHF 82'000 82'000 36'837 36'837 23'585 CHF 23'954 CHF 99.79% 99.79%
15.11.2024 1.69% 0.62 CHF 0.63 CHF 82'000 82'000 36'735 36'735 22'147 CHF 22'515 CHF 99.72% 99.72%
14.11.2024 1.82% 0.61 CHF 0.62 CHF 82'000 82'000 36'162 36'162 20'810 CHF 21'172 CHF 98.56% 98.56%
13.11.2024 1.83% 0.54 CHF 0.55 CHF 81'000 81'000 36'667 36'667 20'194 CHF 20'561 CHF 100.00% 100.00%
12.11.2024 1.90% 0.56 CHF 0.57 CHF 81'000 81'000 36'568 36'568 19'596 CHF 19'962 CHF 99.88% 99.88%
11.11.2024 1.99% 0.51 CHF 0.52 CHF 80'000 80'000 35'640 35'640 18'062 CHF 18'419 CHF 99.90% 99.90%
08.11.2024 2.00% 0.48 CHF 0.49 CHF 80'000 80'000 36'547 36'547 18'424 CHF 18'790 CHF 99.04% 99.04%
07.11.2024 1.97% 0.54 CHF 0.55 CHF 81'000 81'000 35'876 35'876 18'550 CHF 18'910 CHF 99.90% 99.90%

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