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 1.55% 0.64 CHF 0.65 CHF 100'000 100'000 97'696 97'696 62'313 CHF 63'290 CHF 99.38% 99.38%
19.11.2024 1.50% 0.65 CHF 0.66 CHF 100'000 100'000 84'107 84'107 55'425 CHF 56'266 CHF 98.92% 98.92%
18.11.2024 1.73% 0.58 CHF 0.59 CHF 100'000 100'000 100'000 100'000 57'219 CHF 58'219 CHF 99.25% 99.25%
15.11.2024 1.82% 0.55 CHF 0.56 CHF 100'000 100'000 100'000 100'000 54'373 CHF 55'373 CHF 99.38% 99.38%
14.11.2024 1.80% 0.51 CHF 0.52 CHF 100'000 100'000 100'000 100'000 55'267 CHF 56'267 CHF 99.30% 99.30%
13.11.2024 1.68% 0.62 CHF 0.63 CHF 100'000 100'000 100'000 100'000 59'025 CHF 60'025 CHF 99.36% 99.36%
12.11.2024 2.03% 0.50 CHF 0.51 CHF 100'000 100'000 114'307 114'307 55'805 CHF 56'948 CHF 99.05% 99.05%
11.11.2024 1.68% 0.58 CHF 0.59 CHF 100'000 100'000 99'774 99'774 59'241 CHF 60'238 CHF 99.30% 99.30%
08.11.2024 1.44% 0.69 CHF 0.70 CHF 75'000 75'000 78'390 78'390 53'859 CHF 54'643 CHF 99.39% 99.39%
07.11.2024 1.49% 0.68 CHF 0.69 CHF 75'000 75'000 89'419 89'419 59'386 CHF 60'280 CHF 99.23% 99.23%

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