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 1.70% 0.59 CHF 0.60 CHF 100'000 100'000 100'000 100'000 58'489 CHF 59'489 CHF 99.38% 99.38%
19.11.2024 1.73% 0.58 CHF 0.59 CHF 100'000 100'000 100'000 100'000 57'284 CHF 58'284 CHF 99.26% 99.26%
18.11.2024 1.75% 0.56 CHF 0.57 CHF 100'000 100'000 100'000 100'000 56'582 CHF 57'582 CHF 99.28% 99.28%
15.11.2024 1.81% 0.54 CHF 0.55 CHF 100'000 100'000 100'000 100'000 54'857 CHF 55'857 CHF 99.39% 99.39%
14.11.2024 1.71% 0.57 CHF 0.58 CHF 100'000 100'000 100'000 100'000 57'928 CHF 58'928 CHF 99.37% 99.37%
13.11.2024 1.79% 0.61 CHF 0.62 CHF 100'000 100'000 100'000 100'000 55'342 CHF 56'342 CHF 99.39% 99.39%
12.11.2024 2.00% 0.51 CHF 0.52 CHF 100'000 100'000 112'104 112'104 55'564 CHF 56'685 CHF 99.11% 99.11%
11.11.2024 2.01% 0.49 CHF 0.50 CHF 125'000 125'000 115'659 115'659 57'030 CHF 58'187 CHF 99.28% 99.28%
08.11.2024 2.00% 0.50 CHF 0.51 CHF 100'000 100'000 106'727 106'727 52'890 CHF 53'958 CHF 99.39% 99.39%
07.11.2024 2.15% 0.46 CHF 0.47 CHF 125'000 125'000 124'575 124'575 57'264 CHF 58'510 CHF 99.27% 99.27%

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