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 1.60% 0.62 CHF 0.63 CHF 100'000 100'000 100'000 100'000 61'845 CHF 62'845 CHF 99.80% 99.80%
19.11.2024 1.67% 0.59 CHF 0.60 CHF 100'000 100'000 100'000 100'000 59'431 CHF 60'431 CHF 99.71% 99.71%
18.11.2024 1.56% 0.62 CHF 0.63 CHF 100'000 100'000 100'000 100'000 63'473 CHF 64'473 CHF 99.71% 99.71%
15.11.2024 1.53% 0.65 CHF 0.66 CHF 100'000 100'000 99'740 99'740 64'507 CHF 65'504 CHF 99.80% 99.80%
14.11.2024 1.52% 0.64 CHF 0.65 CHF 100'000 100'000 95'834 95'835 62'684 CHF 63'643 CHF 99.80% 99.80%
13.11.2024 1.68% 0.60 CHF 0.61 CHF 100'000 100'000 100'000 100'000 59'091 CHF 60'091 CHF 99.80% 99.80%
12.11.2024 1.71% 0.58 CHF 0.59 CHF 100'000 100'000 100'000 100'000 57'907 CHF 58'907 CHF 99.50% 99.50%
11.11.2024 1.79% 0.56 CHF 0.57 CHF 100'000 100'000 100'000 100'000 55'481 CHF 56'481 CHF 99.71% 99.71%
08.11.2024 2.04% 0.50 CHF 0.51 CHF 100'000 100'000 118'455 118'455 57'271 CHF 58'456 CHF 99.80% 99.80%
07.11.2024 1.94% 0.48 CHF 0.49 CHF 125'000 125'000 105'061 105'061 53'447 CHF 54'498 CHF 95.68% 95.68%

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