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
24.10.2024 3.52% 0.89 CHF 0.92 CHF 20'000 20'000 20'000 20'000 16'762 CHF 17'362 CHF 100.00% 100.00%
23.10.2024 3.33% 0.83 CHF 0.86 CHF 10'000 10'000 10'000 10'000 8'875 CHF 9'175 CHF 99.85% 99.85%
22.10.2024 3.08% 0.96 CHF 0.99 CHF 10'000 10'000 10'000 10'000 9'601 CHF 9'901 CHF 99.87% 99.87%
21.10.2024 2.80% 0.99 CHF 1.02 CHF 10'000 10'000 10'000 10'000 10'565 CHF 10'865 CHF 99.66% 99.66%
18.10.2024 2.83% 1.06 CHF 1.09 CHF 10'000 10'000 10'000 10'000 10'440 CHF 10'740 CHF 99.81% 99.81%
17.10.2024 2.91% 1.06 CHF 1.09 CHF 10'000 10'000 10'000 10'000 10'168 CHF 10'468 CHF 99.90% 99.90%
16.10.2024 3.11% 1.00 CHF 1.03 CHF 10'000 10'000 10'295 10'295 9'751 CHF 10'060 CHF 100.00% 100.00%
15.10.2024 2.64% 1.03 CHF 1.06 CHF 10'000 10'000 10'000 10'000 11'227 CHF 11'527 CHF 99.90% 99.90%
14.10.2024 2.71% 1.14 CHF 1.17 CHF 10'000 10'000 10'000 10'000 10'926 CHF 11'226 CHF 100.00% 100.00%
11.10.2024 2.95% 1.05 CHF 1.08 CHF 20'000 20'000 20'000 20'000 20'096 CHF 20'696 CHF 100.00% 100.00%

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