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 4.02% 0.74 CHF 0.77 CHF 75'000 75'000 75'000 75'000 57'523 CHF 59'881 CHF 100.00% 100.00%
19.11.2024 2.93% 0.70 CHF 0.72 CHF 80'000 50'000 78'557 50'000 54'627 CHF 35'850 CHF 99.99% 99.99%
18.11.2024 3.21% 0.72 CHF 0.74 CHF 75'000 75'000 76'365 63'971 54'408 CHF 46'906 CHF 100.00% 100.00%
15.11.2024 3.26% 0.67 CHF 0.69 CHF 80'000 50'000 86'490 50'000 53'951 CHF 32'302 CHF 99.90% 99.90%
14.11.2024 3.14% 0.73 CHF 0.75 CHF 70'000 50'000 81'087 50'000 52'758 CHF 33'615 CHF 65.79% 65.79%
13.11.2024 2.78% 0.74 CHF 0.76 CHF 75'000 75'000 75'220 74'123 55'227 CHF 55'951 CHF 98.65% 98.65%
12.11.2024 2.96% 0.64 CHF 0.66 CHF 80'000 50'000 78'964 50'000 54'732 CHF 35'722 CHF 96.80% 96.80%
11.11.2024 2.56% 0.79 CHF 0.81 CHF 70'000 50'000 69'011 50'000 54'922 CHF 40'856 CHF 99.56% 99.56%
08.11.2024 2.69% 0.78 CHF 0.80 CHF 70'000 50'000 70'000 50'000 54'270 CHF 39'820 CHF 99.41% 99.41%
07.11.2024 2.59% 0.82 CHF 0.84 CHF 70'000 50'000 62'372 48'045 52'263 CHF 41'359 CHF 97.66% 97.66%

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