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 1.18% 0.80 CHF 0.81 CHF 75'000 75'000 75'000 75'000 63'069 CHF 63'819 CHF 98.62% 98.62%
19.11.2024 1.07% 0.94 CHF 0.95 CHF 75'000 75'000 75'000 75'000 69'955 CHF 70'705 CHF 99.03% 99.03%
18.11.2024 1.18% 0.95 CHF 0.96 CHF 75'000 75'000 74'738 74'738 63'013 CHF 63'760 CHF 99.36% 99.36%
15.11.2024 1.57% 0.76 CHF 0.77 CHF 75'000 75'000 94'847 94'847 59'785 CHF 60'734 CHF 99.28% 99.28%
14.11.2024 2.05% 0.51 CHF 0.52 CHF 100'000 100'000 119'779 119'781 57'671 CHF 58'871 CHF 98.47% 98.47%
13.11.2024 2.14% 0.45 CHF 0.46 CHF 125'000 125'000 111'837 111'837 51'541 CHF 52'659 CHF 99.31% 99.31%
12.11.2024 2.29% 0.46 CHF 0.47 CHF 63'000 63'000 63'000 63'000 27'225 CHF 27'855 CHF 99.08% 99.08%
11.11.2024 2.39% 0.39 CHF 0.40 CHF 63'000 63'000 63'733 63'700 26'321 CHF 26'945 CHF 99.22% 99.22%
08.11.2024 2.04% 0.42 CHF 0.43 CHF 63'000 63'000 54'372 54'372 26'366 CHF 26'910 CHF 99.42% 99.42%
07.11.2024 1.70% 0.54 CHF 0.55 CHF 50'000 50'000 50'000 50'000 29'164 CHF 29'664 CHF 98.73% 98.73%

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