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% 0.60 CHF 0.61 CHF 100'000 100'000 99'790 99'790 63'794 CHF 64'792 CHF 99.11% 99.11%
19.11.2024 1.66% 0.63 CHF 0.64 CHF 100'000 100'000 100'000 100'000 59'920 CHF 60'920 CHF 99.15% 99.15%
18.11.2024 1.54% 0.63 CHF 0.64 CHF 100'000 100'000 99'992 99'992 64'425 CHF 65'425 CHF 98.82% 98.82%
15.11.2024 1.49% 0.65 CHF 0.66 CHF 75'000 75'000 81'074 81'074 54'057 CHF 54'868 CHF 21.43% 98.32%
14.11.2024 - 0.79 CHF - CHF 75'000 0 0 0 0 CHF 0 CHF 0.00% 98.70%
13.11.2024 - 0.78 CHF - CHF 75'000 0 0 0 0 CHF 0 CHF 0.00% 98.51%
12.11.2024 1.46% 0.68 CHF 0.69 CHF 38'000 38'000 38'000 38'000 25'845 CHF 26'225 CHF 29.85% 99.05%
11.11.2024 1.45% 0.69 CHF 0.70 CHF 38'000 38'000 38'000 38'000 26'084 CHF 26'464 CHF 8.21% 99.34%
08.11.2024 1.40% 0.72 CHF 0.72 CHF 38'000 38'000 38'000 38'000 26'980 CHF 27'360 CHF 0.34% 99.32%
07.11.2024 1.44% 0.75 CHF 0.74 CHF 38'000 38'000 38'012 38'012 26'182 CHF 26'562 CHF 79.77% 99.36%

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