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
22.11.2024 1.54% 0.67 CHF 0.68 CHF 100'000 100'000 100'000 100'000 64'563 CHF 65'563 CHF 99.38% 99.38%
20.11.2024 1.47% 0.65 CHF 0.66 CHF 100'000 100'000 100'000 100'000 67'527 CHF 68'527 CHF 99.39% 99.39%
19.11.2024 1.50% 0.66 CHF 0.67 CHF 50'000 50'000 50'000 50'000 33'152 CHF 33'652 CHF 99.31% 99.31%
18.11.2024 1.31% 0.73 CHF 0.74 CHF 50'000 50'000 50'000 50'000 38'056 CHF 38'556 CHF 99.27% 99.27%
15.11.2024 1.32% 0.76 CHF 0.77 CHF 50'000 50'000 50'000 50'000 37'639 CHF 38'139 CHF 99.39% 99.39%
14.11.2024 1.56% 0.66 CHF 0.67 CHF 50'000 50'000 50'000 50'000 31'845 CHF 32'345 CHF 99.35% 99.35%
13.11.2024 1.68% 0.61 CHF 0.62 CHF 50'000 50'000 50'000 50'000 29'566 CHF 30'066 CHF 99.39% 99.39%
12.11.2024 1.54% 0.60 CHF 0.61 CHF 50'000 50'000 50'000 50'000 32'164 CHF 32'664 CHF 99.09% 99.09%
11.11.2024 1.50% 0.71 CHF 0.72 CHF 50'000 50'000 50'000 50'000 33'281 CHF 33'781 CHF 99.29% 99.29%
08.11.2024 2.25% 0.42 CHF 0.43 CHF 50'000 50'000 50'000 50'000 21'995 CHF 22'495 CHF 99.39% 99.39%

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