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 1.58% 0.60 CHF 0.61 CHF 100'000 100'000 100'000 100'000 62'684 CHF 63'684 CHF 99.37% 99.37%
19.11.2024 1.78% 0.60 CHF 0.61 CHF 100'000 100'000 99'857 99'857 55'530 CHF 56'528 CHF 99.27% 99.27%
18.11.2024 1.45% 0.63 CHF 0.64 CHF 75'000 75'000 83'135 83'135 57'013 CHF 57'844 CHF 99.22% 99.22%
15.11.2024 1.43% 0.73 CHF 0.74 CHF 75'000 75'000 78'818 78'817 54'768 CHF 55'556 CHF 99.37% 99.37%
14.11.2024 1.50% 0.67 CHF 0.68 CHF 100'000 100'000 89'377 89'377 58'881 CHF 59'774 CHF 99.35% 99.35%
13.11.2024 1.71% 0.65 CHF 0.66 CHF 100'000 100'000 99'262 99'262 57'807 CHF 58'800 CHF 99.36% 99.36%
12.11.2024 3.24% 0.23 CHF 0.24 CHF 225'000 225'000 175'707 175'706 53'534 CHF 55'291 CHF 99.02% 99.02%
11.11.2024 3.29% 0.32 CHF 0.33 CHF 175'000 175'000 178'439 178'439 53'386 CHF 55'170 CHF 99.22% 99.22%
08.11.2024 4.47% 0.24 CHF 0.25 CHF 225'000 225'000 242'792 242'792 53'159 CHF 55'587 CHF 99.37% 99.37%
07.11.2024 5.04% 0.21 CHF 0.22 CHF 250'000 250'000 266'599 266'599 51'588 CHF 54'254 CHF 99.27% 99.27%

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