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 3.22% 0.82 CHF 0.85 CHF 70'000 50'000 60'190 50'000 55'175 CHF 47'348 CHF 99.53% 99.53%
19.11.2024 3.23% 0.92 CHF 0.95 CHF 60'000 50'000 59'309 50'000 54'245 CHF 47'298 CHF 99.55% 99.55%
18.11.2024 2.78% 1.08 CHF 1.11 CHF 50'000 50'000 50'000 50'000 53'304 CHF 54'804 CHF 99.57% 99.57%
15.11.2024 2.91% 1.02 CHF 1.05 CHF 50'000 50'000 52'074 50'000 52'816 CHF 52'291 CHF 98.91% 98.91%
14.11.2024 3.33% 0.95 CHF 0.98 CHF 60'000 50'000 61'477 50'000 54'577 CHF 45'975 CHF 98.73% 98.73%
13.11.2024 3.72% 0.76 CHF 0.79 CHF 70'000 50'000 69'087 50'000 54'762 CHF 41'170 CHF 96.12% 96.12%
12.11.2024 2.97% 0.87 CHF 0.90 CHF 60'000 50'000 53'323 50'000 53'037 CHF 51'416 CHF 99.55% 99.55%
11.11.2024 3.04% 1.03 CHF 1.06 CHF 50'000 50'000 56'463 50'000 54'891 CHF 50'227 CHF 99.57% 99.57%
08.11.2024 3.06% 0.90 CHF 0.93 CHF 60'000 50'000 57'299 50'000 55'213 CHF 49'809 CHF 99.52% 99.52%
07.11.2024 2.52% 1.24 CHF 1.27 CHF 50'000 50'000 50'000 50'000 58'884 CHF 60'384 CHF 99.48% 99.48%

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