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 1.86% 0.54 CHF 0.55 CHF 100'000 100'000 100'519 100'519 53'674 CHF 54'679 CHF 99.39% 99.39%
20.11.2024 1.72% 0.54 CHF 0.55 CHF 100'000 100'000 100'000 100'000 57'599 CHF 58'599 CHF 99.38% 99.38%
19.11.2024 2.04% 0.51 CHF 0.52 CHF 100'000 100'000 116'627 116'628 56'638 CHF 57'804 CHF 99.23% 99.23%
18.11.2024 1.88% 0.54 CHF 0.55 CHF 100'000 100'000 100'000 100'000 52'785 CHF 53'785 CHF 99.28% 99.28%
15.11.2024 1.85% 0.52 CHF 0.53 CHF 100'000 100'000 100'000 100'000 53'524 CHF 54'524 CHF 99.37% 99.37%
14.11.2024 1.78% 0.56 CHF 0.57 CHF 100'000 100'000 100'000 100'000 55'703 CHF 56'703 CHF 99.36% 99.36%
13.11.2024 1.78% 0.55 CHF 0.56 CHF 100'000 100'000 100'000 100'000 55'887 CHF 56'887 CHF 99.38% 99.38%
12.11.2024 1.69% 0.54 CHF 0.55 CHF 100'000 100'000 100'000 100'000 58'881 CHF 59'881 CHF 99.06% 99.06%
11.11.2024 1.54% 0.64 CHF 0.65 CHF 100'000 100'000 99'134 99'134 63'795 CHF 64'786 CHF 99.22% 99.22%
08.11.2024 2.27% 0.50 CHF 0.51 CHF 125'000 125'000 127'624 127'624 55'719 CHF 56'995 CHF 99.38% 99.38%

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