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 1.48% 0.69 CHF 0.70 CHF 193'600 193'600 86'308 86'308 59'224 CHF 60'088 CHF 99.90% 99.90%
19.11.2024 1.20% 0.76 CHF 0.77 CHF 158'900 158'900 67'278 67'278 55'054 CHF 55'728 CHF 99.85% 99.85%
18.11.2024 1.36% 0.81 CHF 0.82 CHF 190'800 190'800 84'727 84'727 63'718 CHF 64'567 CHF 98.23% 98.23%
15.11.2024 1.78% 0.68 CHF 0.69 CHF 145'400 145'400 60'611 60'611 48'698 CHF 49'475 CHF 99.40% 99.40%
14.11.2024 1.24% 1.21 CHF 1.22 CHF 103'400 103'400 47'690 47'690 56'585 CHF 57'199 CHF 100.00% 100.00%
13.11.2024 1.30% 1.29 CHF 1.30 CHF 93'600 93'600 41'888 41'888 55'834 CHF 56'467 CHF 100.00% 100.00%
12.11.2024 1.16% 1.31 CHF 1.32 CHF 98'200 98'200 43'886 43'886 58'958 CHF 59'527 CHF 99.88% 99.88%
11.11.2024 1.18% 1.50 CHF 1.51 CHF 69'900 69'900 29'822 29'822 54'792 CHF 55'324 CHF 99.90% 99.90%
08.11.2024 1.11% 2.20 CHF 2.21 CHF 50'300 50'300 21'476 21'476 56'806 CHF 57'293 CHF 98.90% 98.90%
07.11.2024 1.02% 3.21 CHF 3.22 CHF 41'900 41'900 20'123 20'123 71'730 CHF 72'102 CHF 52.47% 94.36%

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