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 1.36% 0.70 CHF 0.71 CHF 50'000 50'000 50'000 50'000 36'446 CHF 36'946 CHF 99.95% 99.95%
19.11.2024 1.44% 0.68 CHF 0.69 CHF 50'000 50'000 50'000 50'000 34'602 CHF 35'102 CHF 99.80% 99.80%
18.11.2024 1.45% 0.70 CHF 0.71 CHF 50'000 50'000 50'000 50'000 34'161 CHF 34'661 CHF 99.90% 99.90%
15.11.2024 1.57% 0.65 CHF 0.66 CHF 50'000 50'000 50'000 50'000 31'537 CHF 32'037 CHF 100.00% 100.00%
14.11.2024 1.70% 0.61 CHF 0.62 CHF 50'000 50'000 50'000 50'000 29'100 CHF 29'600 CHF 99.58% 99.58%
13.11.2024 1.70% 0.58 CHF 0.59 CHF 50'000 50'000 50'000 50'000 29'116 CHF 29'616 CHF 99.94% 99.94%
12.11.2024 1.61% 0.60 CHF 0.61 CHF 50'000 50'000 50'000 50'000 30'887 CHF 31'387 CHF 99.76% 99.76%
11.11.2024 1.49% 0.67 CHF 0.68 CHF 50'000 50'000 50'000 50'000 33'419 CHF 33'919 CHF 99.78% 99.78%
08.11.2024 1.61% 0.63 CHF 0.64 CHF 50'000 50'000 50'000 50'000 30'739 CHF 31'239 CHF 99.88% 99.88%
07.11.2024 1.52% 0.64 CHF 0.65 CHF 50'000 50'000 50'000 50'000 32'643 CHF 33'143 CHF 99.89% 99.89%

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