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 1.08% 0.94 CHF 0.95 CHF 25'000 25'000 25'000 25'000 23'063 CHF 23'313 CHF 99.97% 99.97%
19.11.2024 1.07% 0.92 CHF 0.93 CHF 25'000 25'000 25'000 25'000 23'344 CHF 23'594 CHF 99.80% 99.80%
18.11.2024 1.08% 0.90 CHF 0.91 CHF 25'000 25'000 25'000 25'000 23'073 CHF 23'323 CHF 99.91% 99.91%
15.11.2024 1.15% 0.88 CHF 0.89 CHF 25'000 25'000 25'000 25'000 21'681 CHF 21'931 CHF 100.00% 100.00%
14.11.2024 1.18% 0.85 CHF 0.86 CHF 25'000 25'000 25'000 25'000 21'068 CHF 21'318 CHF 99.52% 99.52%
13.11.2024 1.20% 0.85 CHF 0.86 CHF 25'000 25'000 25'000 25'000 20'812 CHF 21'062 CHF 99.95% 99.95%
12.11.2024 1.31% 0.78 CHF 0.79 CHF 25'000 25'000 25'000 25'000 18'924 CHF 19'174 CHF 99.79% 99.79%
11.11.2024 1.39% 0.73 CHF 0.74 CHF 25'000 25'000 45'503 45'503 32'420 CHF 32'875 CHF 99.81% 99.81%
08.11.2024 1.37% 0.76 CHF 0.77 CHF 25'000 25'000 36'603 36'603 26'353 CHF 26'719 CHF 99.80% 99.80%
07.11.2024 1.50% 0.68 CHF 0.69 CHF 50'000 50'000 50'000 50'000 33'048 CHF 33'548 CHF 99.88% 99.88%

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