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 1.65% 0.60 CHF 0.61 CHF 50'000 50'000 50'000 50'000 30'078 CHF 30'578 CHF 99.39% 99.39%
19.11.2024 1.74% 0.62 CHF 0.63 CHF 35'000 35'000 35'000 35'000 19'925 CHF 20'275 CHF 99.25% 99.25%
18.11.2024 1.62% 0.58 CHF 0.59 CHF 35'000 35'000 35'000 35'000 21'456 CHF 21'806 CHF 99.31% 99.31%
15.11.2024 1.35% 0.73 CHF 0.74 CHF 35'000 35'000 35'000 35'000 25'716 CHF 26'066 CHF 99.39% 99.39%
14.11.2024 1.42% 0.73 CHF 0.74 CHF 35'000 35'000 35'000 35'000 24'492 CHF 24'842 CHF 99.35% 99.35%
13.11.2024 1.43% 0.66 CHF 0.67 CHF 35'000 35'000 35'000 35'000 24'376 CHF 24'726 CHF 99.36% 99.36%
12.11.2024 1.33% 0.74 CHF 0.75 CHF 35'000 35'000 35'000 35'000 26'168 CHF 26'518 CHF 99.07% 99.07%
11.11.2024 1.15% 0.85 CHF 0.86 CHF 35'000 35'000 35'000 35'000 30'214 CHF 30'564 CHF 99.29% 99.29%
08.11.2024 1.23% 0.86 CHF 0.87 CHF 35'000 35'000 35'000 35'000 28'433 CHF 28'783 CHF 99.39% 99.39%
07.11.2024 1.48% 0.70 CHF 0.71 CHF 35'000 35'000 35'000 35'000 23'532 CHF 23'882 CHF 99.27% 99.27%

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