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 1.59% 0.67 CHF 0.68 CHF 75'000 75'000 97'177 97'177 60'374 CHF 61'346 CHF 99.10% 99.10%
19.11.2024 1.61% 0.63 CHF 0.64 CHF 100'000 100'000 100'000 100'000 61'463 CHF 62'463 CHF 97.84% 97.84%
18.11.2024 1.58% 0.62 CHF 0.63 CHF 100'000 100'000 99'473 99'473 62'655 CHF 63'649 CHF 99.21% 99.21%
15.11.2024 1.72% 0.62 CHF 0.63 CHF 100'000 100'000 100'000 100'000 57'751 CHF 58'751 CHF 98.67% 98.67%
14.11.2024 1.91% 0.53 CHF 0.54 CHF 100'000 100'000 100'000 100'000 51'841 CHF 52'841 CHF 98.75% 98.75%
13.11.2024 1.94% 0.53 CHF 0.54 CHF 100'000 100'000 88'959 88'959 45'531 CHF 46'421 CHF 97.80% 97.80%
12.11.2024 2.09% 0.50 CHF 0.51 CHF 63'000 63'000 63'000 63'000 29'823 CHF 30'453 CHF 98.69% 98.69%
11.11.2024 2.31% 0.47 CHF 0.48 CHF 63'000 63'000 63'000 63'000 27'027 CHF 27'657 CHF 98.95% 98.95%
08.11.2024 2.29% 0.41 CHF 0.42 CHF 63'000 63'000 63'000 63'000 27'174 CHF 27'804 CHF 99.41% 99.41%
07.11.2024 2.18% 0.43 CHF 0.44 CHF 63'000 63'000 62'991 62'991 28'638 CHF 29'268 CHF 99.10% 99.10%

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