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 2.06% 0.45 CHF 0.46 CHF 124'000 124'000 55'094 55'094 26'473 CHF 27'025 CHF 99.90% 99.90%
19.11.2024 1.94% 0.50 CHF 0.51 CHF 122'000 122'000 53'231 53'231 27'319 CHF 27'853 CHF 100.00% 100.00%
18.11.2024 2.51% 0.52 CHF 0.53 CHF 122'000 122'000 53'569 53'569 30'926 CHF 31'620 CHF 99.90% 99.90%
15.11.2024 2.47% 0.61 CHF 0.62 CHF 118'000 118'000 46'957 46'957 29'094 CHF 29'661 CHF 99.45% 99.45%
14.11.2024 2.47% 0.61 CHF 0.62 CHF 118'000 118'000 53'078 53'078 32'840 CHF 33'529 CHF 100.00% 100.00%
13.11.2024 2.46% 0.62 CHF 0.63 CHF 118'000 118'000 53'081 53'081 33'207 CHF 33'897 CHF 100.00% 100.00%
12.11.2024 2.50% 0.62 CHF 0.63 CHF 118'000 118'000 53'087 53'087 32'896 CHF 33'586 CHF 99.85% 99.85%
11.11.2024 2.55% 0.62 CHF 0.63 CHF 118'000 118'000 53'073 53'073 32'528 CHF 33'218 CHF 99.55% 99.55%
08.11.2024 1.74% 0.60 CHF 0.61 CHF 120'000 120'000 54'194 54'194 31'721 CHF 32'264 CHF 99.46% 99.46%
07.11.2024 1.91% 0.59 CHF 0.60 CHF 120'000 120'000 52'349 52'349 30'954 CHF 31'504 CHF 99.90% 99.90%

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