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 1.13% 0.89 CHF 0.90 CHF 80'000 80'000 36'592 36'592 32'894 CHF 33'260 CHF 99.47% 99.47%
19.11.2024 1.06% 0.94 CHF 0.95 CHF 82'000 82'000 36'855 36'855 35'271 CHF 35'641 CHF 100.00% 100.00%
18.11.2024 1.01% 0.97 CHF 0.98 CHF 82'000 82'000 36'850 36'850 36'614 CHF 36'984 CHF 99.82% 99.82%
15.11.2024 1.06% 0.97 CHF 0.98 CHF 82'000 82'000 36'735 36'735 35'145 CHF 35'513 CHF 99.72% 99.72%
14.11.2024 1.11% 0.97 CHF 0.98 CHF 82'000 82'000 36'158 36'158 33'655 CHF 34'018 CHF 98.65% 98.65%
13.11.2024 1.12% 0.89 CHF 0.90 CHF 81'000 81'000 36'667 36'667 33'089 CHF 33'457 CHF 100.00% 100.00%
12.11.2024 1.15% 0.91 CHF 0.92 CHF 81'000 81'000 36'560 36'560 32'419 CHF 32'785 CHF 99.88% 99.88%
11.11.2024 1.18% 0.86 CHF 0.87 CHF 80'000 80'000 35'640 35'640 30'552 CHF 30'910 CHF 99.90% 99.90%
08.11.2024 1.19% 0.83 CHF 0.84 CHF 80'000 80'000 36'547 36'547 31'104 CHF 31'470 CHF 99.04% 99.04%
07.11.2024 1.18% 0.89 CHF 0.90 CHF 81'000 81'000 35'876 35'876 31'057 CHF 31'417 CHF 99.90% 99.90%

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