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 1.41% 0.78 CHF 0.79 CHF 75'000 75'000 71'066 52'692 54'111 CHF 40'773 CHF 99.63% 99.63%
19.11.2024 1.32% 0.78 CHF 0.79 CHF 75'000 75'000 71'067 52'697 56'401 CHF 42'435 CHF 99.56% 99.56%
18.11.2024 1.33% 0.76 CHF 0.77 CHF 75'000 75'000 71'066 52'683 53'822 CHF 40'425 CHF 99.64% 99.64%
15.11.2024 1.16% 0.85 CHF 0.86 CHF 100'000 100'000 69'163 58'121 59'643 CHF 50'655 CHF 98.76% 98.76%
14.11.2024 1.31% 0.86 CHF 0.87 CHF 75'000 75'000 71'131 53'525 56'746 CHF 43'662 CHF 84.19% 84.19%
13.11.2024 1.59% 0.69 CHF 0.70 CHF 80'000 75'000 80'000 53'405 52'420 CHF 35'628 CHF 97.11% 97.11%
12.11.2024 1.74% 0.66 CHF 0.67 CHF 80'000 75'000 87'394 52'722 53'608 CHF 33'115 CHF 99.51% 99.51%
11.11.2024 2.40% 0.43 CHF 0.45 CHF 120'000 75'000 119'432 48'092 53'184 CHF 21'915 CHF 62.22% 99.66%
08.11.2024 - 0.36 CHF - CHF 140'000 0 0 0 0 CHF 0 CHF 0.00% 58.90%
07.11.2024 - 0.27 CHF - CHF 190'000 0 0 0 0 CHF 0 CHF 0.00% 87.60%

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