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 1.22% 0.80 CHF 0.81 CHF 60'000 60'000 60'000 60'000 49'020 CHF 49'620 CHF 99.39% 99.39%
19.11.2024 1.22% 0.79 CHF 0.80 CHF 15'000 15'000 15'000 15'000 12'265 CHF 12'415 CHF 99.27% 99.27%
18.11.2024 1.15% 0.83 CHF 0.84 CHF 15'000 15'000 15'000 15'000 13'029 CHF 13'179 CHF 99.31% 99.31%
15.11.2024 1.08% 0.92 CHF 0.93 CHF 15'000 15'000 15'000 15'000 13'809 CHF 13'959 CHF 99.39% 99.39%
14.11.2024 0.92% 0.99 CHF 1.00 CHF 15'000 15'000 15'000 15'000 16'238 CHF 16'388 CHF 99.35% 99.35%
13.11.2024 0.86% 1.18 CHF 1.19 CHF 15'000 15'000 15'000 15'000 17'421 CHF 17'571 CHF 99.37% 99.37%
12.11.2024 0.81% 1.17 CHF 1.18 CHF 15'000 15'000 15'000 15'000 18'387 CHF 18'537 CHF 99.09% 99.09%
11.11.2024 0.76% 1.35 CHF 1.36 CHF 20'000 20'000 20'000 20'000 26'057 CHF 26'257 CHF 99.28% 99.28%
08.11.2024 0.85% 1.28 CHF 1.29 CHF 20'000 20'000 20'000 20'000 23'607 CHF 23'807 CHF 99.38% 99.38%
07.11.2024 1.09% 0.94 CHF 0.95 CHF 20'000 20'000 20'000 20'000 18'215 CHF 18'415 CHF 99.26% 99.26%

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