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 2.49% 0.36 CHF 0.37 CHF 50'000 50'000 50'000 50'000 19'901 CHF 20'401 CHF 99.97% 99.97%
19.11.2024 2.75% 0.37 CHF 0.38 CHF 50'000 50'000 69'536 69'534 24'952 CHF 25'647 CHF 99.76% 99.76%
18.11.2024 2.51% 0.40 CHF 0.41 CHF 50'000 50'000 50'470 50'470 19'856 CHF 20'361 CHF 99.90% 99.90%
15.11.2024 2.63% 0.34 CHF 0.35 CHF 75'000 75'000 56'011 56'011 20'935 CHF 21'495 CHF 100.00% 100.00%
14.11.2024 2.39% 0.42 CHF 0.43 CHF 50'000 50'000 50'463 50'463 20'867 CHF 21'372 CHF 99.65% 99.65%
13.11.2024 2.44% 0.39 CHF 0.40 CHF 75'000 75'000 53'037 53'037 21'398 CHF 21'928 CHF 99.94% 99.94%
12.11.2024 2.13% 0.44 CHF 0.45 CHF 50'000 50'000 50'000 50'000 23'268 CHF 23'768 CHF 99.75% 99.75%
11.11.2024 1.91% 0.52 CHF 0.53 CHF 50'000 50'000 50'000 50'000 25'960 CHF 26'460 CHF 99.82% 99.82%
08.11.2024 2.18% 0.46 CHF 0.47 CHF 50'000 50'000 50'000 50'000 22'726 CHF 23'226 CHF 99.85% 99.85%
07.11.2024 2.14% 0.43 CHF 0.44 CHF 50'000 50'000 50'000 50'000 23'176 CHF 23'676 CHF 99.90% 99.90%

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