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 1.11% 0.90 CHF 0.91 CHF 50'000 50'000 50'000 50'000 44'601 CHF 45'101 CHF 99.96% 99.96%
19.11.2024 1.08% 0.90 CHF 0.91 CHF 50'000 50'000 50'000 50'000 45'966 CHF 46'466 CHF 99.82% 99.82%
18.11.2024 1.14% 0.85 CHF 0.86 CHF 50'000 50'000 50'000 50'000 43'438 CHF 43'938 CHF 99.89% 99.89%
15.11.2024 1.24% 0.82 CHF 0.83 CHF 50'000 50'000 50'000 50'000 40'108 CHF 40'608 CHF 100.00% 100.00%
14.11.2024 1.23% 0.78 CHF 0.79 CHF 50'000 50'000 50'000 50'000 40'262 CHF 40'762 CHF 99.48% 99.48%
13.11.2024 1.83% 0.57 CHF 0.58 CHF 50'000 50'000 50'000 50'000 27'176 CHF 27'676 CHF 99.96% 99.96%
12.11.2024 1.98% 0.53 CHF 0.54 CHF 50'000 50'000 50'000 50'000 24'960 CHF 25'460 CHF 99.77% 99.77%
11.11.2024 2.33% 0.44 CHF 0.45 CHF 50'000 50'000 50'000 50'000 21'227 CHF 21'727 CHF 99.77% 99.77%
08.11.2024 2.30% 0.43 CHF 0.44 CHF 50'000 50'000 50'000 50'000 21'694 CHF 22'194 CHF 99.81% 99.81%
07.11.2024 3.59% 0.29 CHF 0.30 CHF 50'000 50'000 50'000 50'000 13'720 CHF 14'220 CHF 99.60% 99.60%

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