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 1.93% 0.51 CHF 0.52 CHF 50'000 50'000 50'000 50'000 25'630 CHF 26'130 CHF 99.96% 99.96%
19.11.2024 1.96% 0.50 CHF 0.51 CHF 50'000 50'000 50'000 50'000 25'362 CHF 25'862 CHF 99.82% 99.82%
18.11.2024 1.60% 0.61 CHF 0.62 CHF 50'000 50'000 50'000 50'000 30'981 CHF 31'481 CHF 99.88% 99.88%
15.11.2024 1.54% 0.64 CHF 0.65 CHF 50'000 50'000 50'000 50'000 32'345 CHF 32'845 CHF 100.00% 100.00%
14.11.2024 1.34% 0.71 CHF 0.72 CHF 50'000 50'000 50'000 50'000 37'006 CHF 37'506 CHF 99.65% 99.65%
13.11.2024 1.24% 0.77 CHF 0.78 CHF 50'000 50'000 50'000 50'000 40'203 CHF 40'703 CHF 99.50% 99.50%
12.11.2024 1.10% 0.84 CHF 0.85 CHF 50'000 50'000 50'000 50'000 45'079 CHF 45'579 CHF 99.83% 99.83%
11.11.2024 1.12% 0.94 CHF 0.95 CHF 50'000 50'000 50'000 50'000 44'497 CHF 44'997 CHF 98.48% 98.48%
08.11.2024 1.33% 0.82 CHF 0.83 CHF 50'000 50'000 50'000 50'000 37'333 CHF 37'833 CHF 99.88% 99.88%
07.11.2024 1.55% 0.66 CHF 0.67 CHF 50'000 50'000 50'000 50'000 32'103 CHF 32'603 CHF 99.91% 99.91%

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