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 1.10% 0.84 CHF 0.85 CHF 75'000 75'000 75'000 75'000 68'103 CHF 68'853 CHF 99.38% 99.38%
19.11.2024 1.12% 0.89 CHF 0.90 CHF 75'000 75'000 73'378 73'378 65'007 CHF 65'740 CHF 99.26% 99.26%
18.11.2024 0.81% 1.16 CHF 1.17 CHF 50'000 50'000 50'000 50'000 61'280 CHF 61'780 CHF 99.32% 99.32%
15.11.2024 0.74% 1.33 CHF 1.34 CHF 50'000 50'000 50'000 50'000 67'244 CHF 67'744 CHF 99.39% 99.39%
14.11.2024 0.67% 1.38 CHF 1.39 CHF 50'000 50'000 50'515 50'515 75'677 CHF 76'182 CHF 99.36% 99.36%
13.11.2024 1.04% 0.96 CHF 0.97 CHF 75'000 75'000 69'511 69'511 66'205 CHF 66'900 CHF 99.39% 99.39%
12.11.2024 0.90% 0.93 CHF 0.94 CHF 50'000 50'000 50'264 50'264 55'740 CHF 56'243 CHF 99.06% 99.06%
11.11.2024 0.76% 1.29 CHF 1.30 CHF 50'000 50'000 50'000 50'000 65'580 CHF 66'080 CHF 99.24% 99.24%
08.11.2024 0.81% 1.16 CHF 1.17 CHF 50'000 50'000 50'000 50'000 61'313 CHF 61'813 CHF 99.38% 99.38%
07.11.2024 0.76% 1.40 CHF 1.41 CHF 50'000 50'000 50'000 50'000 65'332 CHF 65'832 CHF 99.25% 99.25%

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