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 1.93% 0.55 CHF 0.56 CHF 90'000 90'000 44'628 44'628 23'630 CHF 24'078 CHF 99.32% 99.32%
19.11.2024 2.18% 0.49 CHF 0.50 CHF 100'000 100'000 46'630 46'630 22'008 CHF 22'477 CHF 100.00% 100.00%
18.11.2024 2.29% 0.47 CHF 0.48 CHF 100'000 100'000 46'757 46'757 21'109 CHF 21'578 CHF 99.77% 99.77%
15.11.2024 2.09% 0.47 CHF 0.48 CHF 100'000 100'000 46'744 46'744 22'702 CHF 23'171 CHF 99.90% 99.90%
14.11.2024 1.95% 0.48 CHF 0.49 CHF 100'000 100'000 46'753 46'753 23'891 CHF 24'360 CHF 98.49% 98.49%
13.11.2024 1.94% 0.54 CHF 0.55 CHF 90'000 90'000 44'565 44'565 23'490 CHF 23'937 CHF 100.00% 100.00%
12.11.2024 1.89% 0.51 CHF 0.52 CHF 90'000 90'000 44'582 44'582 24'009 CHF 24'457 CHF 99.87% 99.87%
11.11.2024 1.81% 0.56 CHF 0.57 CHF 90'000 90'000 44'600 44'600 25'173 CHF 25'621 CHF 99.90% 99.90%
08.11.2024 1.83% 0.58 CHF 0.59 CHF 90'000 90'000 44'699 44'699 25'022 CHF 25'471 CHF 99.06% 99.06%
07.11.2024 1.83% 0.53 CHF 0.54 CHF 90'000 90'000 44'602 44'602 24'703 CHF 25'151 CHF 99.90% 99.90%

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