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 1.56% 0.68 CHF 0.69 CHF 80'000 75'000 80'000 52'687 52'580 CHF 35'281 CHF 99.65% 99.65%
19.11.2024 1.50% 0.68 CHF 0.69 CHF 80'000 75'000 79'944 52'694 55'232 CHF 37'018 CHF 99.58% 99.58%
18.11.2024 1.56% 0.66 CHF 0.67 CHF 80'000 75'000 80'014 52'681 52'372 CHF 35'013 CHF 99.66% 99.66%
15.11.2024 1.33% 0.74 CHF 0.75 CHF 100'000 100'000 76'467 58'113 58'108 CHF 44'678 CHF 98.78% 98.78%
14.11.2024 1.50% 0.75 CHF 0.76 CHF 75'000 75'000 78'100 53'521 54'002 CHF 38'148 CHF 84.27% 84.27%
13.11.2024 1.90% 0.59 CHF 0.60 CHF 90'000 75'000 96'313 53'402 53'190 CHF 30'175 CHF 97.13% 97.13%
12.11.2024 2.12% 0.56 CHF 0.57 CHF 90'000 75'000 102'007 52'717 52'235 CHF 27'765 CHF 99.53% 99.53%
11.11.2024 - 0.33 CHF - CHF 160'000 0 0 0 0 CHF 0 CHF 0.00% 99.68%

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