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 2.23% 0.75 CHF 0.76 CHF 132'000 132'000 58'473 58'473 41'135 CHF 41'895 CHF 99.35% 99.35%
19.11.2024 2.25% 0.68 CHF 0.69 CHF 131'000 131'000 58'563 58'563 40'351 CHF 41'111 CHF 99.99% 99.99%
18.11.2024 2.26% 0.68 CHF 0.69 CHF 130'000 130'000 58'230 58'230 39'833 CHF 40'590 CHF 99.83% 99.83%
15.11.2024 2.21% 0.68 CHF 0.69 CHF 130'000 130'000 58'071 58'071 39'984 CHF 40'739 CHF 99.95% 99.95%
14.11.2024 2.29% 0.69 CHF 0.70 CHF 130'000 130'000 58'303 58'303 39'534 CHF 40'294 CHF 98.63% 98.63%
13.11.2024 2.53% 0.68 CHF 0.69 CHF 130'000 130'000 57'899 57'899 36'834 CHF 37'584 CHF 98.96% 98.96%
12.11.2024 2.54% 0.60 CHF 0.61 CHF 128'000 128'000 57'722 57'722 34'831 CHF 35'579 CHF 99.78% 99.78%
11.11.2024 2.48% 0.58 CHF 0.59 CHF 128'000 128'000 57'683 57'683 34'686 CHF 35'438 CHF 99.69% 99.69%
08.11.2024 2.26% 0.63 CHF 0.64 CHF 130'000 130'000 59'195 59'195 39'391 CHF 40'159 CHF 99.04% 99.04%
07.11.2024 2.30% 0.69 CHF 0.70 CHF 133'000 133'000 58'974 58'974 39'713 CHF 40'477 CHF 99.93% 99.93%

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