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 1.62% 0.63 CHF 0.64 CHF 150'000 150'000 150'000 150'000 91'872 CHF 93'372 CHF 99.22% 99.22%
19.11.2024 1.64% 0.60 CHF 0.61 CHF 150'000 150'000 150'000 150'000 90'493 CHF 91'993 CHF 87.10% 87.10%
18.11.2024 1.52% 0.63 CHF 0.64 CHF 150'000 150'000 150'000 150'000 97'803 CHF 99'303 CHF 99.06% 99.06%
15.11.2024 1.62% 0.64 CHF 0.65 CHF 150'000 150'000 150'000 150'000 92'112 CHF 93'612 CHF 99.38% 99.38%
14.11.2024 1.61% 0.60 CHF 0.61 CHF 150'000 150'000 151'042 151'036 93'178 CHF 94'685 CHF 99.19% 99.19%
13.11.2024 1.68% 0.63 CHF 0.64 CHF 150'000 150'000 150'055 150'055 88'620 CHF 90'120 CHF 99.11% 99.11%
12.11.2024 1.68% 0.61 CHF 0.62 CHF 88'000 88'000 82'250 82'250 48'428 CHF 49'251 CHF 98.92% 98.92%
11.11.2024 1.86% 0.57 CHF 0.58 CHF 88'000 88'000 88'000 88'000 46'997 CHF 47'877 CHF 98.14% 98.14%
08.11.2024 2.03% 0.50 CHF 0.51 CHF 88'000 88'000 98'369 98'369 47'908 CHF 48'892 CHF 99.45% 99.45%
07.11.2024 1.82% 0.51 CHF 0.52 CHF 88'000 88'000 87'937 87'937 47'959 CHF 48'839 CHF 99.10% 99.10%

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