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 2.24% 0.75 CHF 0.76 CHF 132'000 132'000 58'457 58'457 40'940 CHF 41'700 CHF 99.33% 99.33%
19.11.2024 2.25% 0.68 CHF 0.69 CHF 131'000 131'000 58'575 58'575 40'200 CHF 40'960 CHF 100.00% 100.00%
18.11.2024 2.28% 0.68 CHF 0.69 CHF 130'000 130'000 58'170 58'170 39'583 CHF 40'340 CHF 99.78% 99.78%
15.11.2024 2.22% 0.68 CHF 0.69 CHF 130'000 130'000 58'101 58'101 39'838 CHF 40'594 CHF 100.00% 100.00%
14.11.2024 2.30% 0.68 CHF 0.69 CHF 130'000 130'000 58'306 58'306 39'348 CHF 40'108 CHF 98.51% 98.51%
13.11.2024 2.54% 0.68 CHF 0.69 CHF 130'000 130'000 57'747 57'747 36'555 CHF 37'304 CHF 99.80% 99.80%
12.11.2024 2.55% 0.59 CHF 0.60 CHF 128'000 128'000 57'686 57'686 34'614 CHF 35'363 CHF 99.88% 99.88%
11.11.2024 2.49% 0.58 CHF 0.59 CHF 128'000 128'000 57'764 57'764 34'557 CHF 35'309 CHF 99.90% 99.90%
08.11.2024 2.26% 0.63 CHF 0.64 CHF 130'000 130'000 59'192 59'192 39'245 CHF 40'012 CHF 99.05% 99.05%
07.11.2024 2.31% 0.69 CHF 0.70 CHF 133'000 133'000 59'007 59'007 39'584 CHF 40'349 CHF 100.00% 100.00%

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