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 1.66% 0.64 CHF 0.65 CHF 200'000 200'000 200'000 200'000 119'734 CHF 121'734 CHF 100.00% 100.00%
19.11.2024 1.52% 0.63 CHF 0.64 CHF 200'000 200'000 200'000 200'000 131'021 CHF 133'021 CHF 86.98% 86.98%
18.11.2024 1.82% 0.53 CHF 0.54 CHF 200'000 200'000 200'000 200'000 109'092 CHF 111'092 CHF 99.93% 99.93%
15.11.2024 1.74% 0.58 CHF 0.59 CHF 200'000 200'000 200'000 200'000 113'981 CHF 115'981 CHF 100.00% 100.00%
14.11.2024 1.55% 0.60 CHF 0.61 CHF 200'000 200'000 200'000 200'000 128'136 CHF 130'136 CHF 100.00% 100.00%
13.11.2024 1.46% 0.71 CHF 0.72 CHF 200'000 200'000 200'000 200'000 136'097 CHF 138'097 CHF 100.00% 100.00%
12.11.2024 1.58% 0.69 CHF 0.70 CHF 200'000 200'000 200'000 200'000 125'686 CHF 127'686 CHF 99.98% 99.98%
11.11.2024 1.67% 0.58 CHF 0.59 CHF 200'000 200'000 200'000 200'000 118'728 CHF 120'728 CHF 100.00% 100.00%
08.11.2024 1.51% 0.67 CHF 0.68 CHF 200'000 200'000 200'000 200'000 131'119 CHF 133'119 CHF 98.94% 98.94%
07.11.2024 1.70% 0.60 CHF 0.61 CHF 200'000 200'000 200'000 200'000 116'358 CHF 118'358 CHF 85.74% 85.74%

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