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 1.50% 0.67 CHF 0.68 CHF 50'000 50'000 50'000 50'000 33'178 CHF 33'678 CHF 99.97% 99.97%
19.11.2024 1.47% 0.67 CHF 0.68 CHF 50'000 50'000 50'000 50'000 33'793 CHF 34'293 CHF 99.79% 99.79%
18.11.2024 1.53% 0.64 CHF 0.65 CHF 50'000 50'000 50'000 50'000 32'514 CHF 33'014 CHF 99.95% 99.95%
15.11.2024 1.60% 0.63 CHF 0.64 CHF 50'000 50'000 50'000 50'000 30'920 CHF 31'420 CHF 100.00% 100.00%
14.11.2024 1.60% 0.60 CHF 0.61 CHF 50'000 50'000 50'000 50'000 30'971 CHF 31'471 CHF 99.49% 99.49%
13.11.2024 2.03% 0.50 CHF 0.51 CHF 50'000 50'000 50'000 50'000 24'371 CHF 24'871 CHF 99.95% 99.95%
12.11.2024 2.12% 0.48 CHF 0.49 CHF 50'000 50'000 50'000 50'000 23'309 CHF 23'809 CHF 99.82% 99.82%
11.11.2024 2.31% 0.43 CHF 0.44 CHF 50'000 50'000 50'000 50'000 21'429 CHF 21'929 CHF 99.82% 99.82%
08.11.2024 2.29% 0.43 CHF 0.44 CHF 50'000 50'000 50'000 50'000 21'664 CHF 22'164 CHF 99.89% 99.89%
07.11.2024 2.82% 0.36 CHF 0.37 CHF 50'000 50'000 50'000 50'000 17'468 CHF 17'968 CHF 99.60% 99.60%

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