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 2.28% 0.83 CHF 0.85 CHF 50'000 50'000 50'000 50'000 41'743 CHF 42'705 CHF 100.00% 100.00%
19.11.2024 2.29% 0.78 CHF 0.80 CHF 50'000 50'000 50'000 50'000 37'111 CHF 37'969 CHF 84.94% 84.94%
18.11.2024 2.44% 0.75 CHF 0.77 CHF 50'000 50'000 50'000 50'000 37'432 CHF 38'356 CHF 99.54% 99.54%
15.11.2024 4.11% 0.76 CHF 0.81 CHF 20'000 20'000 20'000 20'000 27'760 CHF 28'868 CHF 77.20% 77.20%
14.11.2024 2.46% 2.26 CHF 2.31 CHF 20'000 20'000 20'000 20'000 44'385 CHF 45'487 CHF 99.44% 99.44%
13.11.2024 2.66% 2.23 CHF 2.29 CHF 20'000 20'000 19'804 19'804 41'399 CHF 42'505 CHF 98.88% 98.88%
12.11.2024 2.24% 2.34 CHF 2.39 CHF 20'000 20'000 20'000 20'000 45'393 CHF 46'421 CHF 88.40% 88.40%
11.11.2024 2.14% 2.15 CHF 2.20 CHF 20'000 20'000 20'000 20'000 43'891 CHF 44'841 CHF 98.45% 98.45%
08.11.2024 2.42% 2.02 CHF 2.07 CHF 20'000 20'000 20'000 20'000 39'017 CHF 39'971 CHF 100.00% 100.00%
07.11.2024 2.02% 1.98 CHF 2.02 CHF 20'000 20'000 20'000 20'000 39'785 CHF 40'598 CHF 39.69% 39.69%

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