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
22.11.2024 1.57% 0.61 CHF 0.62 CHF 100'000 100'000 100'000 100'000 63'112 CHF 64'112 CHF 99.39% 99.39%
20.11.2024 1.63% 0.63 CHF 0.64 CHF 100'000 100'000 100'000 100'000 61'016 CHF 62'016 CHF 99.39% 99.39%
19.11.2024 1.60% 0.62 CHF 0.63 CHF 100'000 100'000 100'000 100'000 62'174 CHF 63'174 CHF 99.28% 99.28%
18.11.2024 1.88% 0.56 CHF 0.57 CHF 100'000 100'000 100'000 100'000 52'777 CHF 53'777 CHF 99.29% 99.29%
15.11.2024 1.83% 0.53 CHF 0.54 CHF 100'000 100'000 100'000 100'000 54'055 CHF 55'055 CHF 99.38% 99.38%
14.11.2024 1.52% 0.63 CHF 0.64 CHF 100'000 100'000 100'000 100'000 65'474 CHF 66'474 CHF 99.35% 99.35%
13.11.2024 1.41% 0.68 CHF 0.69 CHF 100'000 100'000 100'000 100'000 70'214 CHF 71'214 CHF 99.39% 99.39%
12.11.2024 1.53% 0.69 CHF 0.70 CHF 100'000 100'000 100'000 100'000 64'888 CHF 65'888 CHF 99.09% 99.09%
11.11.2024 1.59% 0.58 CHF 0.59 CHF 100'000 100'000 100'000 100'000 62'945 CHF 63'945 CHF 99.29% 99.29%
08.11.2024 1.16% 0.88 CHF 0.89 CHF 100'000 100'000 100'000 100'000 85'880 CHF 86'880 CHF 99.38% 99.38%

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