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 1.85% 0.53 CHF 0.54 CHF 100'000 100'000 100'110 100'111 53'706 CHF 54'708 CHF 99.50% 99.50%
19.11.2024 2.00% 0.50 CHF 0.51 CHF 125'000 125'000 111'710 111'710 55'252 CHF 56'369 CHF 99.18% 99.18%
18.11.2024 1.79% 0.52 CHF 0.53 CHF 100'000 100'000 100'000 100'000 55'492 CHF 56'492 CHF 99.39% 99.39%
15.11.2024 1.74% 0.56 CHF 0.57 CHF 100'000 100'000 100'000 100'000 57'074 CHF 58'074 CHF 99.36% 99.36%
14.11.2024 1.42% 0.63 CHF 0.64 CHF 100'000 100'000 79'970 79'969 55'818 CHF 56'617 CHF 99.17% 99.17%
13.11.2024 1.39% 0.76 CHF 0.77 CHF 75'000 75'000 66'782 66'782 47'820 CHF 48'488 CHF 98.93% 98.93%
12.11.2024 1.42% 0.75 CHF 0.76 CHF 38'000 38'000 39'260 39'260 27'428 CHF 27'821 CHF 99.14% 99.14%
11.11.2024 1.80% 0.71 CHF 0.72 CHF 38'000 38'000 48'899 48'899 27'004 CHF 27'493 CHF 99.29% 99.29%
08.11.2024 2.50% 0.44 CHF 0.45 CHF 63'000 63'000 71'402 71'402 28'216 CHF 28'930 CHF 99.29% 99.29%
07.11.2024 2.59% 0.41 CHF 0.42 CHF 63'000 63'000 73'366 73'366 27'941 CHF 28'675 CHF 99.28% 99.28%

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