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 1.45% 0.69 CHF 0.70 CHF 80'000 80'000 36'571 36'571 25'607 CHF 25'973 CHF 99.33% 99.33%
19.11.2024 1.34% 0.74 CHF 0.75 CHF 82'000 82'000 36'855 36'855 27'979 CHF 28'349 CHF 100.00% 100.00%
18.11.2024 1.26% 0.77 CHF 0.78 CHF 82'000 82'000 36'829 36'829 29'305 CHF 29'674 CHF 99.77% 99.77%
15.11.2024 1.34% 0.77 CHF 0.78 CHF 82'000 82'000 36'816 36'816 27'915 CHF 28'284 CHF 99.90% 99.90%
14.11.2024 1.42% 0.77 CHF 0.78 CHF 82'000 82'000 36'160 36'160 26'454 CHF 26'817 CHF 98.58% 98.58%
13.11.2024 1.44% 0.69 CHF 0.70 CHF 81'000 81'000 36'667 36'667 25'828 CHF 26'195 CHF 100.00% 100.00%
12.11.2024 1.48% 0.72 CHF 0.73 CHF 81'000 81'000 36'569 36'569 25'191 CHF 25'557 CHF 99.88% 99.88%
11.11.2024 1.53% 0.66 CHF 0.67 CHF 80'000 80'000 35'641 35'641 23'531 CHF 23'888 CHF 99.90% 99.90%
08.11.2024 1.54% 0.63 CHF 0.64 CHF 80'000 80'000 36'546 36'546 23'969 CHF 24'335 CHF 99.05% 99.05%
07.11.2024 1.52% 0.69 CHF 0.70 CHF 81'000 81'000 35'876 35'876 24'050 CHF 24'410 CHF 99.90% 99.90%

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