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 1.55% 0.61 CHF 0.62 CHF 100'000 100'000 100'000 100'000 64'033 CHF 65'033 CHF 99.39% 99.39%
19.11.2024 1.63% 0.63 CHF 0.64 CHF 50'000 50'000 50'000 50'000 30'484 CHF 30'984 CHF 99.31% 99.31%
18.11.2024 1.45% 0.69 CHF 0.70 CHF 50'000 50'000 50'000 50'000 34'301 CHF 34'801 CHF 99.31% 99.31%
15.11.2024 1.44% 0.69 CHF 0.70 CHF 50'000 50'000 50'000 50'000 34'512 CHF 35'012 CHF 99.39% 99.39%
14.11.2024 1.61% 0.63 CHF 0.64 CHF 50'000 50'000 50'000 50'000 30'813 CHF 31'313 CHF 99.38% 99.38%
13.11.2024 1.57% 0.60 CHF 0.61 CHF 50'000 50'000 50'000 50'000 31'675 CHF 32'175 CHF 99.39% 99.39%
12.11.2024 1.47% 0.62 CHF 0.63 CHF 50'000 50'000 50'000 50'000 33'823 CHF 34'323 CHF 99.10% 99.10%
11.11.2024 1.20% 0.79 CHF 0.80 CHF 50'000 50'000 50'000 50'000 41'405 CHF 41'905 CHF 99.30% 99.30%
08.11.2024 1.31% 0.73 CHF 0.74 CHF 50'000 50'000 50'000 50'000 38'026 CHF 38'526 CHF 99.39% 99.39%
07.11.2024 1.09% 0.95 CHF 0.96 CHF 50'000 50'000 50'000 50'000 45'508 CHF 46'008 CHF 99.30% 99.30%

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