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 1.47% 0.75 CHF 0.76 CHF 75'000 75'000 88'054 88'054 59'384 CHF 60'264 CHF 99.20% 99.20%
19.11.2024 1.49% 0.68 CHF 0.69 CHF 75'000 75'000 85'571 85'571 56'803 CHF 57'659 CHF 99.32% 99.32%
18.11.2024 1.47% 0.66 CHF 0.67 CHF 100'000 100'000 81'188 81'188 54'612 CHF 55'424 CHF 99.29% 99.29%
15.11.2024 1.66% 0.67 CHF 0.68 CHF 100'000 100'000 100'000 100'000 59'761 CHF 60'761 CHF 98.60% 98.60%
14.11.2024 2.01% 0.52 CHF 0.53 CHF 100'000 100'000 118'351 118'351 58'161 CHF 59'345 CHF 98.65% 98.65%
13.11.2024 2.07% 0.52 CHF 0.53 CHF 100'000 100'000 107'400 107'425 51'510 CHF 52'597 CHF 99.33% 99.33%
12.11.2024 2.30% 0.47 CHF 0.48 CHF 63'000 63'000 63'000 63'000 27'075 CHF 27'705 CHF 98.69% 98.69%
11.11.2024 2.75% 0.42 CHF 0.43 CHF 63'000 63'000 73'884 73'884 26'516 CHF 27'255 CHF 99.31% 99.31%
08.11.2024 2.70% 0.34 CHF 0.35 CHF 75'000 75'000 75'000 75'000 27'452 CHF 28'202 CHF 99.31% 99.31%
07.11.2024 2.44% 0.37 CHF 0.38 CHF 75'000 75'000 66'199 66'199 26'746 CHF 27'408 CHF 98.82% 98.82%

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