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 2.70% 0.69 CHF 0.70 CHF 66'000 66'000 28'981 28'981 23'379 CHF 23'902 CHF 99.57% 99.57%
19.11.2024 3.33% 0.87 CHF 0.88 CHF 64'000 64'000 28'830 28'830 21'763 CHF 22'287 CHF 99.22% 99.22%
18.11.2024 3.20% 0.58 CHF 0.59 CHF 68'000 68'000 30'453 30'453 17'129 CHF 17'593 CHF 99.90% 99.90%
15.11.2024 3.70% 0.48 CHF 0.49 CHF 68'000 68'000 27'873 27'873 14'622 CHF 15'076 CHF 91.62% 91.62%
14.11.2024 1.76% 1.18 CHF 1.20 CHF 60'000 60'000 26'350 26'350 30'651 CHF 31'166 CHF 99.72% 99.72%
13.11.2024 1.75% 1.07 CHF 1.08 CHF 60'000 60'000 28'224 28'224 26'540 CHF 26'907 CHF 99.93% 99.93%
12.11.2024 1.65% 0.89 CHF 0.90 CHF 64'000 64'000 28'398 28'398 26'226 CHF 26'595 CHF 99.92% 99.92%
11.11.2024 1.70% 0.96 CHF 0.97 CHF 62'000 62'000 25'770 25'770 25'941 CHF 26'297 CHF 99.90% 99.90%
08.11.2024 1.42% 1.18 CHF 1.19 CHF 60'000 60'000 27'962 27'962 31'174 CHF 31'536 CHF 97.41% 97.41%
07.11.2024 1.77% 0.90 CHF 0.91 CHF 64'000 64'000 28'539 28'539 25'610 CHF 25'980 CHF 100.00% 100.00%

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