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 1.90% 0.52 CHF 0.53 CHF 100'000 100'000 100'000 100'000 52'022 CHF 53'022 CHF 99.38% 99.38%
19.11.2024 1.92% 0.51 CHF 0.52 CHF 100'000 100'000 100'795 100'795 52'018 CHF 53'026 CHF 99.28% 99.28%
18.11.2024 2.02% 0.49 CHF 0.50 CHF 125'000 125'000 125'000 125'000 61'214 CHF 62'464 CHF 99.26% 99.26%
15.11.2024 2.01% 0.49 CHF 0.50 CHF 125'000 125'000 115'198 115'198 56'800 CHF 57'952 CHF 99.39% 99.39%
14.11.2024 2.02% 0.49 CHF 0.50 CHF 125'000 125'000 123'375 123'375 60'459 CHF 61'693 CHF 99.38% 99.38%
13.11.2024 2.03% 0.50 CHF 0.51 CHF 100'000 100'000 121'599 121'599 59'151 CHF 60'367 CHF 99.37% 99.37%
12.11.2024 2.13% 0.48 CHF 0.49 CHF 125'000 125'000 125'000 125'000 57'973 CHF 59'223 CHF 99.07% 99.07%
11.11.2024 2.16% 0.46 CHF 0.47 CHF 125'000 125'000 125'000 125'000 57'146 CHF 58'396 CHF 99.26% 99.26%
08.11.2024 2.15% 0.47 CHF 0.48 CHF 125'000 125'000 125'000 125'000 57'504 CHF 58'754 CHF 99.39% 99.39%
07.11.2024 2.18% 0.45 CHF 0.46 CHF 125'000 125'000 125'000 125'000 56'633 CHF 57'883 CHF 99.27% 99.27%

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