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 3.68% 0.81 CHF 0.84 CHF 75'000 75'000 75'000 75'000 61'133 CHF 63'422 CHF 100.00% 100.00%
19.11.2024 2.51% 0.77 CHF 0.79 CHF 75'000 75'000 76'089 75'000 55'368 CHF 56'003 CHF 97.59% 97.59%
18.11.2024 2.53% 0.73 CHF 0.75 CHF 75'000 75'000 75'316 65'160 54'863 CHF 48'121 CHF 96.51% 96.51%
15.11.2024 2.07% 0.79 CHF 0.80 CHF 70'000 50'000 55'418 50'000 54'665 CHF 50'960 CHF 75.90% 75.90%
14.11.2024 1.61% 1.32 CHF 1.35 CHF 50'000 50'000 50'000 50'000 65'535 CHF 66'596 CHF 99.44% 99.44%
13.11.2024 1.69% 1.32 CHF 1.34 CHF 50'000 50'000 49'929 49'818 62'957 CHF 63'883 CHF 98.88% 98.88%
12.11.2024 1.56% 1.36 CHF 1.38 CHF 50'000 50'000 50'000 50'000 66'450 CHF 67'495 CHF 87.66% 87.66%
11.11.2024 1.60% 1.28 CHF 1.30 CHF 50'000 50'000 50'000 50'000 64'899 CHF 65'946 CHF 98.45% 98.45%
08.11.2024 1.74% 1.22 CHF 1.25 CHF 50'000 50'000 50'000 50'000 59'572 CHF 60'617 CHF 100.00% 100.00%
07.11.2024 1.84% 1.21 CHF 1.23 CHF 75'000 75'000 73'692 72'384 84'899 CHF 85'058 CHF 98.36% 98.36%

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