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
22.11.2024 1.49% 0.63 CHF 0.64 CHF 100'000 100'000 100'000 100'000 66'713 CHF 67'713 CHF 99.42% 99.42%
20.11.2024 1.41% 0.74 CHF 0.75 CHF 100'000 100'000 100'000 100'000 70'417 CHF 71'417 CHF 99.49% 99.49%
19.11.2024 1.38% 0.70 CHF 0.71 CHF 100'000 100'000 100'000 100'000 71'986 CHF 72'986 CHF 99.01% 99.01%
18.11.2024 1.48% 0.71 CHF 0.72 CHF 100'000 100'000 100'000 100'000 67'028 CHF 68'028 CHF 99.08% 99.08%
15.11.2024 1.96% 0.70 CHF 0.71 CHF 100'000 100'000 100'000 100'000 51'447 CHF 52'447 CHF 99.43% 99.43%
14.11.2024 2.32% 0.46 CHF 0.47 CHF 100'000 100'000 100'000 100'000 42'610 CHF 43'610 CHF 99.49% 99.49%
13.11.2024 2.09% 0.40 CHF 0.41 CHF 100'000 100'000 100'000 100'000 47'407 CHF 48'407 CHF 99.21% 99.21%
12.11.2024 1.57% 0.50 CHF 0.51 CHF 100'000 100'000 100'000 100'000 63'694 CHF 64'694 CHF 99.08% 99.08%
11.11.2024 1.36% 0.66 CHF 0.67 CHF 100'000 100'000 100'000 100'000 72'882 CHF 73'882 CHF 99.39% 99.39%
08.11.2024 1.44% 0.73 CHF 0.74 CHF 100'000 100'000 100'000 100'000 69'166 CHF 70'166 CHF 99.49% 99.49%

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