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 1.81% 0.56 CHF 0.57 CHF 100'000 100'000 100'000 100'000 54'901 CHF 55'901 CHF 99.37% 99.37%
19.11.2024 2.11% 0.53 CHF 0.54 CHF 100'000 100'000 100'000 100'000 47'168 CHF 48'168 CHF 99.28% 99.28%
18.11.2024 3.11% 0.32 CHF 0.33 CHF 100'000 100'000 100'000 100'000 31'689 CHF 32'689 CHF 99.30% 99.30%
15.11.2024 3.35% 0.30 CHF 0.31 CHF 100'000 100'000 100'000 100'000 29'372 CHF 30'372 CHF 99.39% 99.39%
14.11.2024 3.73% 0.27 CHF 0.28 CHF 100'000 100'000 100'000 100'000 26'367 CHF 27'367 CHF 99.35% 99.35%
13.11.2024 3.54% 0.26 CHF 0.27 CHF 100'000 100'000 100'000 100'000 27'753 CHF 28'753 CHF 99.38% 99.38%
12.11.2024 3.37% 0.28 CHF 0.29 CHF 100'000 100'000 100'000 100'000 29'191 CHF 30'191 CHF 99.07% 99.07%
11.11.2024 3.12% 0.30 CHF 0.31 CHF 100'000 100'000 100'000 100'000 31'546 CHF 32'546 CHF 99.29% 99.29%
08.11.2024 2.88% 0.33 CHF 0.34 CHF 100'000 100'000 100'000 100'000 34'200 CHF 35'200 CHF 99.38% 99.38%
07.11.2024 2.54% 0.38 CHF 0.39 CHF 100'000 100'000 100'000 100'000 38'937 CHF 39'937 CHF 99.27% 99.27%

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