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
22.11.2024 1.78% 0.53 CHF 0.54 CHF 100'000 100'000 100'000 100'000 55'754 CHF 56'754 CHF 99.38% 99.38%
20.11.2024 1.68% 0.59 CHF 0.60 CHF 100'000 100'000 100'000 100'000 59'056 CHF 60'056 CHF 99.37% 99.37%
19.11.2024 1.71% 0.58 CHF 0.59 CHF 100'000 100'000 100'000 100'000 58'164 CHF 59'164 CHF 99.30% 99.30%
18.11.2024 1.85% 0.57 CHF 0.58 CHF 100'000 100'000 100'000 100'000 53'621 CHF 54'621 CHF 99.28% 99.28%
15.11.2024 2.03% 0.50 CHF 0.51 CHF 100'000 100'000 118'279 118'279 57'678 CHF 58'861 CHF 99.39% 99.39%
14.11.2024 2.33% 0.45 CHF 0.46 CHF 125'000 125'000 126'691 126'691 53'857 CHF 55'124 CHF 99.37% 99.37%
13.11.2024 2.56% 0.37 CHF 0.38 CHF 150'000 150'000 146'053 146'053 56'318 CHF 57'779 CHF 99.35% 99.35%
12.11.2024 2.66% 0.37 CHF 0.38 CHF 150'000 150'000 150'262 150'262 55'753 CHF 57'256 CHF 99.08% 99.08%
11.11.2024 2.83% 0.35 CHF 0.36 CHF 150'000 150'000 150'000 150'000 52'283 CHF 53'783 CHF 99.27% 99.27%
08.11.2024 2.72% 0.38 CHF 0.39 CHF 150'000 150'000 150'000 150'000 54'414 CHF 55'914 CHF 99.39% 99.39%

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