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 3.40% 0.51 CHF 0.52 CHF 66'000 66'000 28'979 28'979 18'260 CHF 18'783 CHF 99.57% 99.57%
19.11.2024 4.41% 0.69 CHF 0.70 CHF 64'000 64'000 28'828 28'828 16'701 CHF 17'225 CHF 99.24% 99.24%
18.11.2024 4.64% 0.41 CHF 0.42 CHF 68'000 68'000 30'451 30'451 11'759 CHF 12'223 CHF 99.90% 99.90%
15.11.2024 5.23% 0.31 CHF 0.32 CHF 68'000 68'000 27'872 27'872 9'721 CHF 10'175 CHF 91.62% 91.62%
14.11.2024 2.08% 1.00 CHF 1.02 CHF 60'000 60'000 26'350 26'350 26'017 CHF 26'533 CHF 99.72% 99.72%
13.11.2024 2.19% 0.90 CHF 0.91 CHF 60'000 60'000 28'222 28'222 21'576 CHF 21'943 CHF 99.93% 99.93%
12.11.2024 2.03% 0.72 CHF 0.73 CHF 64'000 64'000 28'404 28'404 21'241 CHF 21'610 CHF 99.93% 99.93%
11.11.2024 2.05% 0.78 CHF 0.79 CHF 62'000 62'000 25'770 25'770 21'458 CHF 21'815 CHF 99.90% 99.90%
08.11.2024 1.70% 1.01 CHF 1.02 CHF 60'000 60'000 27'957 27'957 26'320 CHF 26'682 CHF 97.45% 97.45%
07.11.2024 2.21% 0.73 CHF 0.74 CHF 64'000 64'000 28'569 28'569 20'683 CHF 21'053 CHF 100.00% 100.00%

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