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 3.37% 1.02 CHF 1.05 CHF 50'000 50'000 50'000 50'000 53'751 CHF 55'591 CHF 99.64% 99.64%
19.11.2024 2.82% 0.85 CHF 0.87 CHF 60'000 50'000 66'983 50'000 54'889 CHF 42'215 CHF 96.67% 96.67%
18.11.2024 2.99% 0.88 CHF 0.90 CHF 60'000 50'000 62'007 44'486 52'672 CHF 38'867 CHF 100.00% 100.00%
15.11.2024 2.54% 0.87 CHF 0.90 CHF 60'000 50'000 60'000 50'000 54'550 CHF 46'627 CHF 97.65% 97.65%
14.11.2024 2.42% 0.95 CHF 0.97 CHF 60'000 50'000 59'941 50'000 57'508 CHF 49'148 CHF 99.42% 99.42%
13.11.2024 2.28% 1.00 CHF 1.03 CHF 50'000 50'000 51'724 49'435 52'770 CHF 51'655 CHF 98.22% 98.22%
12.11.2024 2.06% 1.02 CHF 1.04 CHF 50'000 50'000 50'000 50'000 56'645 CHF 57'821 CHF 99.54% 99.54%
11.11.2024 1.88% 1.24 CHF 1.26 CHF 50'000 50'000 50'000 50'000 62'192 CHF 63'375 CHF 100.00% 100.00%
08.11.2024 2.13% 1.13 CHF 1.15 CHF 50'000 50'000 50'000 50'000 54'741 CHF 55'921 CHF 96.69% 96.69%
07.11.2024 2.12% 1.12 CHF 1.14 CHF 50'000 50'000 50'000 48'702 56'227 CHF 56'036 CHF 99.02% 99.02%

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