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 1.73% 0.56 CHF 0.57 CHF 120'000 120'000 120'000 120'000 68'960 CHF 70'160 CHF 99.47% 99.47%
19.11.2024 1.64% 0.60 CHF 0.61 CHF 120'000 120'000 120'000 120'000 72'831 CHF 74'031 CHF 100.00% 100.00%
18.11.2024 1.68% 0.57 CHF 0.58 CHF 120'000 120'000 120'000 120'000 70'750 CHF 71'950 CHF 99.89% 99.89%
15.11.2024 1.65% 0.60 CHF 0.61 CHF 120'000 120'000 120'000 120'000 71'996 CHF 73'196 CHF 100.00% 100.00%
14.11.2024 1.62% 0.59 CHF 0.60 CHF 120'000 120'000 120'000 120'000 73'589 CHF 74'789 CHF 98.65% 98.65%
13.11.2024 1.63% 0.64 CHF 0.65 CHF 120'000 120'000 120'000 120'000 73'087 CHF 74'287 CHF 100.00% 100.00%
12.11.2024 1.74% 0.59 CHF 0.60 CHF 120'000 120'000 120'000 120'000 68'194 CHF 69'394 CHF 99.88% 99.88%
11.11.2024 1.80% 0.54 CHF 0.55 CHF 120'000 120'000 120'000 120'000 66'242 CHF 67'442 CHF 100.00% 100.00%
08.11.2024 1.77% 0.57 CHF 0.58 CHF 120'000 120'000 120'000 120'000 67'115 CHF 68'315 CHF 99.04% 99.04%
07.11.2024 1.84% 0.54 CHF 0.55 CHF 120'000 120'000 120'000 120'000 64'802 CHF 66'002 CHF 99.04% 99.04%

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