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 1.84% 0.47 CHF 0.48 CHF 80'000 80'000 80'000 80'000 43'266 CHF 44'066 CHF 99.37% 99.37%
19.11.2024 1.83% 0.55 CHF 0.56 CHF 80'000 80'000 80'000 80'000 43'533 CHF 44'333 CHF 99.27% 99.27%
18.11.2024 1.54% 0.66 CHF 0.67 CHF 100'000 100'000 100'000 100'000 64'538 CHF 65'538 CHF 99.29% 99.29%
15.11.2024 1.63% 0.61 CHF 0.62 CHF 100'000 100'000 100'000 100'000 60'968 CHF 61'968 CHF 99.39% 99.39%
14.11.2024 1.96% 0.56 CHF 0.57 CHF 100'000 100'000 100'000 100'000 50'745 CHF 51'745 CHF 99.34% 99.34%
13.11.2024 2.34% 0.40 CHF 0.41 CHF 100'000 100'000 100'000 100'000 42'379 CHF 43'379 CHF 99.39% 99.39%
12.11.2024 1.72% 0.49 CHF 0.50 CHF 100'000 100'000 100'000 100'000 57'969 CHF 58'969 CHF 99.08% 99.08%
11.11.2024 1.77% 0.60 CHF 0.61 CHF 100'000 100'000 100'000 100'000 56'076 CHF 57'076 CHF 99.30% 99.30%
08.11.2024 1.80% 0.51 CHF 0.52 CHF 100'000 100'000 100'000 100'000 55'253 CHF 56'253 CHF 99.39% 99.39%
07.11.2024 1.47% 0.73 CHF 0.74 CHF 100'000 100'000 100'000 100'000 67'898 CHF 68'898 CHF 99.28% 99.28%

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