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 1.14% 0.85 CHF 0.86 CHF 200'000 200'000 200'000 200'000 173'950 CHF 175'950 CHF 99.38% 99.38%
19.11.2024 1.20% 0.85 CHF 0.86 CHF 200'000 200'000 200'000 200'000 165'274 CHF 167'274 CHF 99.26% 99.26%
18.11.2024 1.10% 0.87 CHF 0.88 CHF 50'000 50'000 50'000 50'000 45'204 CHF 45'704 CHF 99.29% 99.29%
15.11.2024 1.10% 0.93 CHF 0.94 CHF 50'000 50'000 50'000 50'000 45'294 CHF 45'794 CHF 99.38% 99.38%
14.11.2024 1.13% 0.89 CHF 0.90 CHF 50'000 50'000 50'000 50'000 44'024 CHF 44'524 CHF 99.35% 99.35%
13.11.2024 1.20% 0.87 CHF 0.88 CHF 50'000 50'000 50'000 50'000 41'367 CHF 41'867 CHF 99.38% 99.38%
12.11.2024 1.59% 0.55 CHF 0.56 CHF 50'000 50'000 50'000 50'000 31'215 CHF 31'715 CHF 99.08% 99.08%
11.11.2024 1.59% 0.63 CHF 0.64 CHF 50'000 50'000 50'000 50'000 31'147 CHF 31'647 CHF 99.28% 99.28%
08.11.2024 1.82% 0.57 CHF 0.58 CHF 50'000 50'000 50'000 50'000 27'252 CHF 27'752 CHF 99.39% 99.39%
07.11.2024 1.93% 0.54 CHF 0.55 CHF 50'000 50'000 50'000 50'000 25'724 CHF 26'224 CHF 99.24% 99.24%

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