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 0.90% 1.11 CHF 1.12 CHF 50'000 50'000 50'000 50'000 55'201 CHF 55'701 CHF 99.96% 99.96%
19.11.2024 0.89% 1.11 CHF 1.12 CHF 50'000 50'000 50'000 50'000 55'834 CHF 56'334 CHF 99.79% 99.79%
18.11.2024 0.91% 1.08 CHF 1.09 CHF 50'000 50'000 50'000 50'000 54'623 CHF 55'123 CHF 99.95% 99.95%
15.11.2024 0.94% 1.07 CHF 1.08 CHF 50'000 50'000 50'000 50'000 52'990 CHF 53'490 CHF 100.00% 100.00%
14.11.2024 0.94% 1.05 CHF 1.06 CHF 50'000 50'000 50'000 50'000 53'069 CHF 53'569 CHF 99.49% 99.49%
13.11.2024 1.07% 0.94 CHF 0.95 CHF 50'000 50'000 50'000 50'000 46'468 CHF 46'968 CHF 99.95% 99.95%
12.11.2024 1.10% 0.92 CHF 0.93 CHF 50'000 50'000 50'000 50'000 45'371 CHF 45'871 CHF 99.82% 99.82%
11.11.2024 1.14% 0.88 CHF 0.89 CHF 50'000 50'000 50'000 50'000 43'483 CHF 43'983 CHF 99.82% 99.82%
08.11.2024 1.14% 0.87 CHF 0.88 CHF 50'000 50'000 50'000 50'000 43'794 CHF 44'294 CHF 99.87% 99.87%
07.11.2024 1.26% 0.80 CHF 0.81 CHF 50'000 50'000 50'000 50'000 39'551 CHF 40'051 CHF 99.60% 99.60%

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