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 1.30% 0.76 CHF 0.77 CHF 50'000 50'000 50'000 50'000 38'285 CHF 38'785 CHF 99.97% 99.97%
19.11.2024 1.25% 0.78 CHF 0.79 CHF 50'000 50'000 50'000 50'000 39'631 CHF 40'131 CHF 98.47% 98.47%
18.11.2024 1.28% 0.77 CHF 0.78 CHF 50'000 50'000 50'000 50'000 38'963 CHF 39'463 CHF 99.91% 99.91%
15.11.2024 1.37% 0.76 CHF 0.77 CHF 50'000 50'000 50'000 50'000 36'156 CHF 36'656 CHF 100.00% 100.00%
14.11.2024 1.38% 0.71 CHF 0.72 CHF 50'000 50'000 50'000 50'000 36'134 CHF 36'634 CHF 99.64% 99.64%
13.11.2024 1.49% 0.68 CHF 0.69 CHF 50'000 50'000 50'000 50'000 33'343 CHF 33'843 CHF 99.95% 99.95%
12.11.2024 1.58% 0.64 CHF 0.65 CHF 50'000 50'000 50'000 50'000 31'408 CHF 31'908 CHF 99.83% 99.83%
11.11.2024 1.72% 0.60 CHF 0.61 CHF 50'000 50'000 50'000 50'000 28'851 CHF 29'351 CHF 99.81% 99.81%
08.11.2024 1.79% 0.58 CHF 0.59 CHF 50'000 50'000 50'000 50'000 27'640 CHF 28'140 CHF 99.89% 99.89%
07.11.2024 2.17% 0.50 CHF 0.51 CHF 50'000 50'000 50'000 50'000 22'957 CHF 23'457 CHF 99.90% 99.90%

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