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 1.46% 0.66 CHF 0.67 CHF 90'000 90'000 90'000 90'000 61'083 CHF 61'983 CHF 99.55% 99.55%
19.11.2024 1.46% 0.68 CHF 0.69 CHF 90'000 90'000 90'000 90'000 61'038 CHF 61'938 CHF 99.51% 99.51%
18.11.2024 1.36% 0.73 CHF 0.74 CHF 90'000 90'000 90'000 90'000 65'692 CHF 66'592 CHF 99.47% 99.47%
15.11.2024 1.33% 0.75 CHF 0.76 CHF 90'000 90'000 90'000 90'000 67'228 CHF 68'128 CHF 98.91% 98.91%
14.11.2024 1.43% 0.72 CHF 0.73 CHF 100'000 100'000 100'000 100'000 69'539 CHF 70'539 CHF 99.51% 99.51%
13.11.2024 1.45% 0.64 CHF 0.65 CHF 90'000 90'000 90'000 90'000 61'776 CHF 62'676 CHF 99.49% 99.49%
12.11.2024 1.31% 0.72 CHF 0.73 CHF 90'000 90'000 90'000 90'000 68'063 CHF 68'963 CHF 99.54% 99.54%
11.11.2024 1.30% 0.78 CHF 0.79 CHF 90'000 90'000 90'000 90'000 68'620 CHF 69'520 CHF 99.52% 99.52%
08.11.2024 1.32% 0.73 CHF 0.74 CHF 80'000 80'000 80'000 80'000 60'170 CHF 60'970 CHF 99.50% 99.50%
07.11.2024 1.17% 0.84 CHF 0.85 CHF 90'000 90'000 90'000 90'000 76'747 CHF 77'647 CHF 99.46% 99.53%

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