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 1.65% 0.58 CHF 0.59 CHF 20'000 20'000 20'000 20'000 12'033 CHF 12'233 CHF 99.57% 99.57%
19.11.2024 1.62% 0.62 CHF 0.63 CHF 20'000 20'000 20'000 20'000 12'291 CHF 12'491 CHF 99.58% 99.58%
18.11.2024 1.45% 0.69 CHF 0.70 CHF 15'000 15'000 15'000 15'000 10'260 CHF 10'410 CHF 99.53% 99.53%
15.11.2024 1.32% 0.75 CHF 0.76 CHF 20'000 20'000 20'000 20'000 15'027 CHF 15'227 CHF 98.94% 98.94%
14.11.2024 1.34% 0.74 CHF 0.75 CHF 20'000 20'000 20'000 20'000 14'832 CHF 15'032 CHF 99.49% 99.49%
13.11.2024 1.42% 0.73 CHF 0.74 CHF 20'000 20'000 20'000 20'000 13'987 CHF 14'187 CHF 99.57% 99.57%
12.11.2024 1.36% 0.72 CHF 0.73 CHF 15'000 15'000 15'000 15'000 10'951 CHF 11'101 CHF 99.57% 99.57%
11.11.2024 1.22% 0.78 CHF 0.79 CHF 15'000 15'000 15'000 15'000 12'263 CHF 12'413 CHF 99.52% 99.52%
08.11.2024 1.19% 0.80 CHF 0.81 CHF 15'000 15'000 15'000 15'000 12'536 CHF 12'686 CHF 99.49% 99.49%
07.11.2024 1.23% 0.82 CHF 0.83 CHF 20'000 20'000 20'000 20'000 16'179 CHF 16'379 CHF 99.57% 99.57%

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