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 5.98% 0.56 CHF 0.60 CHF 100'000 100'000 100'000 100'000 60'303 CHF 64'009 CHF 96.51% 96.51%
19.11.2024 1.59% 0.62 CHF 0.63 CHF 100'000 100'000 100'000 100'000 62'268 CHF 63'268 CHF 98.90% 98.90%
18.11.2024 1.66% 0.62 CHF 0.63 CHF 100'000 100'000 100'000 100'000 59'914 CHF 60'914 CHF 99.15% 99.15%
15.11.2024 1.72% 0.61 CHF 0.62 CHF 100'000 100'000 100'000 100'000 57'574 CHF 58'574 CHF 99.39% 99.39%
14.11.2024 1.62% 0.62 CHF 0.63 CHF 100'000 100'000 100'000 100'000 61'091 CHF 62'091 CHF 98.80% 98.80%
13.11.2024 1.66% 0.60 CHF 0.61 CHF 100'000 100'000 89'225 89'225 53'272 CHF 54'164 CHF 99.23% 99.23%
12.11.2024 1.65% 0.60 CHF 0.61 CHF 50'000 50'000 50'000 50'000 30'042 CHF 30'542 CHF 99.06% 99.06%
11.11.2024 1.67% 0.62 CHF 0.63 CHF 50'000 50'000 50'000 50'000 29'688 CHF 30'188 CHF 99.31% 99.31%
08.11.2024 1.83% 0.58 CHF 0.59 CHF 50'000 50'000 50'000 50'000 27'026 CHF 27'526 CHF 99.45% 99.45%
07.11.2024 1.78% 0.51 CHF 0.52 CHF 50'000 50'000 50'000 50'000 27'812 CHF 28'312 CHF 99.25% 99.25%

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