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 2.06% 0.46 CHF 0.47 CHF 125'000 125'000 120'392 120'392 57'777 CHF 58'981 CHF 99.49% 99.49%
19.11.2024 1.97% 0.51 CHF 0.52 CHF 100'000 100'000 104'812 104'812 52'657 CHF 53'705 CHF 98.42% 98.42%
18.11.2024 2.21% 0.47 CHF 0.48 CHF 125'000 125'000 125'000 125'000 55'906 CHF 57'156 CHF 98.39% 98.39%
15.11.2024 1.99% 0.47 CHF 0.48 CHF 125'000 125'000 105'929 105'929 52'741 CHF 53'801 CHF 98.75% 98.75%
14.11.2024 1.94% 0.53 CHF 0.54 CHF 100'000 100'000 101'307 101'307 51'839 CHF 52'852 CHF 99.12% 99.12%
13.11.2024 1.78% 0.49 CHF 0.50 CHF 100'000 100'000 89'144 89'144 49'734 CHF 50'625 CHF 98.30% 98.30%
12.11.2024 1.80% 0.53 CHF 0.54 CHF 50'000 50'000 50'000 50'000 27'497 CHF 27'997 CHF 98.99% 98.99%
11.11.2024 1.53% 0.59 CHF 0.60 CHF 50'000 50'000 46'161 46'161 29'842 CHF 30'304 CHF 99.25% 99.25%
08.11.2024 1.31% 0.73 CHF 0.74 CHF 38'000 38'000 38'000 38'000 28'904 CHF 29'284 CHF 99.33% 99.33%
07.11.2024 1.55% 0.72 CHF 0.73 CHF 38'000 38'000 47'779 47'779 30'583 CHF 31'061 CHF 99.07% 99.07%

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