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 1.46% 0.65 CHF 0.66 CHF 100'000 100'000 100'000 100'000 68'197 CHF 69'197 CHF 99.39% 99.39%
19.11.2024 1.52% 0.67 CHF 0.68 CHF 50'000 50'000 50'000 50'000 32'566 CHF 33'066 CHF 99.30% 99.30%
18.11.2024 1.37% 0.73 CHF 0.74 CHF 50'000 50'000 50'000 50'000 36'376 CHF 36'876 CHF 99.31% 99.31%
15.11.2024 1.36% 0.73 CHF 0.74 CHF 50'000 50'000 50'000 50'000 36'604 CHF 37'104 CHF 99.39% 99.39%
14.11.2024 1.51% 0.67 CHF 0.68 CHF 50'000 50'000 50'000 50'000 32'906 CHF 33'406 CHF 99.37% 99.37%
13.11.2024 1.47% 0.65 CHF 0.66 CHF 50'000 50'000 50'000 50'000 33'780 CHF 34'280 CHF 99.39% 99.39%
12.11.2024 1.38% 0.66 CHF 0.67 CHF 50'000 50'000 50'000 50'000 35'910 CHF 36'410 CHF 99.09% 99.09%
11.11.2024 1.14% 0.83 CHF 0.84 CHF 50'000 50'000 50'000 50'000 43'504 CHF 44'004 CHF 99.29% 99.29%
08.11.2024 1.24% 0.77 CHF 0.78 CHF 50'000 50'000 50'000 50'000 40'117 CHF 40'617 CHF 99.39% 99.39%
07.11.2024 1.05% 1.00 CHF 1.01 CHF 50'000 50'000 50'000 50'000 47'609 CHF 48'109 CHF 99.28% 99.28%

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