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 1.74% 0.53 CHF 0.54 CHF 100'000 100'000 100'000 100'000 57'103 CHF 58'103 CHF 99.19% 99.19%
19.11.2024 2.01% 0.52 CHF 0.53 CHF 100'000 100'000 118'415 118'415 58'155 CHF 59'339 CHF 99.02% 99.02%
18.11.2024 2.07% 0.52 CHF 0.53 CHF 125'000 125'000 125'000 125'000 59'771 CHF 61'021 CHF 99.13% 99.13%
15.11.2024 2.07% 0.46 CHF 0.47 CHF 125'000 125'000 124'877 124'877 59'832 CHF 61'081 CHF 97.87% 97.87%
14.11.2024 1.79% 0.55 CHF 0.56 CHF 100'000 100'000 100'261 100'261 55'484 CHF 56'486 CHF 98.70% 98.70%
13.11.2024 1.87% 0.60 CHF 0.61 CHF 100'000 100'000 97'307 97'307 51'611 CHF 52'584 CHF 98.20% 98.20%
12.11.2024 2.04% 0.47 CHF 0.48 CHF 63'000 63'000 63'000 63'000 30'650 CHF 31'280 CHF 98.89% 98.89%
11.11.2024 2.30% 0.45 CHF 0.46 CHF 63'000 63'000 63'050 63'050 27'144 CHF 27'774 CHF 99.34% 99.34%
08.11.2024 2.41% 0.39 CHF 0.40 CHF 75'000 75'000 64'514 64'514 26'477 CHF 27'122 CHF 99.38% 99.38%
07.11.2024 2.63% 0.38 CHF 0.39 CHF 75'000 75'000 75'000 75'000 28'131 CHF 28'881 CHF 99.03% 99.03%

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