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 1.73% 0.54 CHF 0.55 CHF 200'000 200'000 200'000 200'000 114'736 CHF 116'736 CHF 99.53% 99.53%
19.11.2024 1.73% 0.58 CHF 0.59 CHF 200'000 200'000 200'000 200'000 114'677 CHF 116'677 CHF 99.55% 99.55%
18.11.2024 1.58% 0.63 CHF 0.64 CHF 200'000 200'000 200'000 200'000 125'786 CHF 127'786 CHF 99.57% 99.57%
15.11.2024 1.63% 0.61 CHF 0.62 CHF 200'000 200'000 200'000 200'000 121'978 CHF 123'978 CHF 98.91% 98.91%
14.11.2024 1.77% 0.58 CHF 0.59 CHF 200'000 200'000 200'000 200'000 112'076 CHF 114'076 CHF 98.73% 98.73%
13.11.2024 1.90% 0.51 CHF 0.52 CHF 200'000 200'000 200'000 200'000 104'297 CHF 106'297 CHF 96.69% 96.69%
12.11.2024 1.66% 0.55 CHF 0.56 CHF 200'000 200'000 200'000 200'000 119'711 CHF 121'711 CHF 99.55% 99.55%
11.11.2024 1.68% 0.61 CHF 0.62 CHF 200'000 200'000 200'000 200'000 117'943 CHF 119'943 CHF 99.56% 99.56%
08.11.2024 1.69% 0.56 CHF 0.57 CHF 100'000 100'000 100'000 100'000 58'581 CHF 59'581 CHF 99.52% 99.52%
07.11.2024 1.51% 0.68 CHF 0.69 CHF 200'000 200'000 200'000 200'000 131'748 CHF 133'748 CHF 99.48% 99.48%

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