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% 0.50 CHF 0.51 CHF 200'000 200'000 200'000 200'000 102'666 CHF 104'666 CHF 99.39% 99.39%
19.11.2024 1.91% 0.52 CHF 0.53 CHF 100'000 100'000 100'000 100'000 51'833 CHF 52'833 CHF 99.30% 99.30%
18.11.2024 1.91% 0.51 CHF 0.52 CHF 100'000 100'000 100'000 100'000 51'814 CHF 52'814 CHF 99.29% 99.29%
15.11.2024 2.03% 0.47 CHF 0.48 CHF 100'000 100'000 100'000 100'000 48'865 CHF 49'865 CHF 99.39% 99.39%
14.11.2024 1.80% 0.54 CHF 0.55 CHF 100'000 100'000 100'000 100'000 55'198 CHF 56'198 CHF 99.39% 99.39%
13.11.2024 1.80% 0.56 CHF 0.57 CHF 100'000 100'000 100'000 100'000 55'176 CHF 56'176 CHF 99.38% 99.38%
12.11.2024 1.99% 0.49 CHF 0.50 CHF 100'000 100'000 100'000 100'000 49'830 CHF 50'830 CHF 99.08% 99.08%
11.11.2024 1.99% 0.50 CHF 0.51 CHF 100'000 100'000 100'000 100'000 49'836 CHF 50'836 CHF 99.24% 99.24%
08.11.2024 1.99% 0.50 CHF 0.51 CHF 100'000 100'000 100'000 100'000 49'683 CHF 50'683 CHF 99.39% 99.39%
07.11.2024 2.10% 0.48 CHF 0.49 CHF 100'000 100'000 100'000 100'000 47'128 CHF 48'128 CHF 99.28% 99.28%

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