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 2.02% 0.47 CHF 0.48 CHF 50'000 50'000 50'000 50'000 24'548 CHF 25'048 CHF 99.39% 99.39%
19.11.2024 1.98% 0.51 CHF 0.52 CHF 25'000 25'000 25'000 25'000 12'484 CHF 12'734 CHF 99.30% 99.30%
18.11.2024 1.65% 0.59 CHF 0.60 CHF 25'000 25'000 25'000 25'000 14'998 CHF 15'248 CHF 99.27% 99.27%
15.11.2024 1.46% 0.65 CHF 0.66 CHF 25'000 25'000 25'000 25'000 17'048 CHF 17'298 CHF 99.39% 99.39%
14.11.2024 1.41% 0.73 CHF 0.74 CHF 25'000 25'000 25'000 25'000 17'586 CHF 17'836 CHF 99.39% 99.39%
13.11.2024 1.47% 0.66 CHF 0.67 CHF 25'000 25'000 25'000 25'000 16'874 CHF 17'124 CHF 99.36% 99.36%
12.11.2024 1.39% 0.72 CHF 0.73 CHF 25'000 25'000 25'000 25'000 17'886 CHF 18'136 CHF 99.08% 99.08%
11.11.2024 1.24% 0.79 CHF 0.80 CHF 25'000 25'000 25'000 25'000 19'959 CHF 20'209 CHF 99.31% 99.31%
08.11.2024 1.26% 0.77 CHF 0.78 CHF 25'000 25'000 25'000 25'000 19'804 CHF 20'054 CHF 99.38% 99.38%
07.11.2024 1.20% 0.80 CHF 0.81 CHF 25'000 25'000 25'000 25'000 20'740 CHF 20'990 CHF 99.28% 99.28%

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