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 3.80% 0.46 CHF 0.47 CHF 58'000 58'000 26'197 26'197 12'182 CHF 12'581 CHF 99.06% 99.06%
19.11.2024 3.88% 0.46 CHF 0.47 CHF 58'000 58'000 26'256 26'256 12'200 CHF 12'600 CHF 100.00% 100.00%
18.11.2024 4.66% 0.41 CHF 0.42 CHF 57'000 57'000 25'872 25'872 10'063 CHF 10'457 CHF 99.79% 99.79%
15.11.2024 4.03% 0.38 CHF 0.39 CHF 57'000 57'000 26'024 26'024 11'055 CHF 11'452 CHF 99.72% 99.72%
14.11.2024 5.23% 0.36 CHF 0.37 CHF 57'000 57'000 25'344 25'344 8'611 CHF 8'994 CHF 98.64% 98.64%
13.11.2024 4.81% 0.30 CHF 0.31 CHF 56'000 56'000 25'776 25'776 8'943 CHF 9'336 CHF 100.00% 100.00%
12.11.2024 5.85% 0.36 CHF 0.37 CHF 57'000 57'000 25'589 25'589 8'086 CHF 8'474 CHF 99.88% 99.88%
11.11.2024 5.40% 0.30 CHF 0.31 CHF 57'000 57'000 25'420 25'420 7'926 CHF 8'315 CHF 99.76% 99.76%
08.11.2024 3.98% 0.36 CHF 0.37 CHF 58'000 58'000 26'549 26'549 11'388 CHF 11'790 CHF 98.52% 98.52%
07.11.2024 5.04% 0.43 CHF 0.44 CHF 59'000 59'000 26'261 26'261 9'686 CHF 10'085 CHF 100.00% 100.00%

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