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 1.15% 0.87 CHF 0.88 CHF 80'000 80'000 36'574 36'574 32'288 CHF 32'654 CHF 99.34% 99.34%
19.11.2024 1.08% 0.93 CHF 0.94 CHF 82'000 82'000 36'855 36'855 34'743 CHF 35'113 CHF 100.00% 100.00%
18.11.2024 1.03% 0.96 CHF 0.97 CHF 82'000 82'000 36'831 36'831 36'083 CHF 36'452 CHF 99.78% 99.78%
15.11.2024 1.08% 0.96 CHF 0.97 CHF 82'000 82'000 36'816 36'816 34'711 CHF 35'080 CHF 99.90% 99.90%
14.11.2024 1.13% 0.95 CHF 0.96 CHF 82'000 82'000 36'165 36'165 33'098 CHF 33'460 CHF 98.50% 98.50%
13.11.2024 1.14% 0.88 CHF 0.89 CHF 81'000 81'000 36'667 36'667 32'555 CHF 32'922 CHF 100.00% 100.00%
12.11.2024 1.17% 0.90 CHF 0.91 CHF 81'000 81'000 36'560 36'560 31'921 CHF 32'287 CHF 99.88% 99.88%
11.11.2024 1.20% 0.84 CHF 0.85 CHF 80'000 80'000 35'641 35'641 30'029 CHF 30'386 CHF 99.90% 99.90%
08.11.2024 1.21% 0.82 CHF 0.83 CHF 80'000 80'000 36'546 36'546 30'581 CHF 30'947 CHF 99.05% 99.05%
07.11.2024 1.19% 0.88 CHF 0.89 CHF 81'000 81'000 35'877 35'877 30'588 CHF 30'947 CHF 99.90% 99.90%

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