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 2.25% 0.41 CHF 0.42 CHF 125'000 125'000 125'000 125'000 55'041 CHF 56'291 CHF 99.48% 99.48%
19.11.2024 2.24% 0.44 CHF 0.45 CHF 125'000 125'000 125'000 125'000 55'152 CHF 56'402 CHF 98.05% 98.05%
18.11.2024 2.21% 0.45 CHF 0.46 CHF 125'000 125'000 125'000 125'000 56'119 CHF 57'369 CHF 99.10% 99.10%
15.11.2024 1.98% 0.46 CHF 0.47 CHF 125'000 125'000 104'968 104'968 52'388 CHF 53'438 CHF 98.56% 98.56%
14.11.2024 1.65% 0.57 CHF 0.58 CHF 100'000 100'000 100'000 100'000 60'324 CHF 61'324 CHF 98.67% 98.67%
13.11.2024 1.62% 0.58 CHF 0.59 CHF 100'000 100'000 88'919 88'919 54'303 CHF 55'192 CHF 98.92% 98.92%
12.11.2024 1.49% 0.62 CHF 0.63 CHF 50'000 50'000 41'550 41'550 27'623 CHF 28'039 CHF 98.55% 98.55%
11.11.2024 1.34% 0.68 CHF 0.69 CHF 38'000 38'000 38'128 38'128 28'399 CHF 28'781 CHF 98.14% 98.14%
08.11.2024 1.32% 0.76 CHF 0.77 CHF 38'000 38'000 38'000 38'000 28'566 CHF 28'946 CHF 99.49% 99.49%
07.11.2024 1.33% 0.78 CHF 0.79 CHF 38'000 38'000 38'000 38'000 28'487 CHF 28'867 CHF 98.35% 98.35%

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