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 1.04% 0.97 CHF 0.98 CHF 50'000 50'000 50'000 50'000 48'031 CHF 48'531 CHF 99.96% 99.96%
19.11.2024 1.02% 0.97 CHF 0.98 CHF 50'000 50'000 50'000 50'000 48'813 CHF 49'313 CHF 99.78% 99.78%
18.11.2024 1.01% 0.98 CHF 0.99 CHF 50'000 50'000 50'000 50'000 49'356 CHF 49'856 CHF 99.93% 99.93%
15.11.2024 1.02% 0.99 CHF 1.00 CHF 50'000 50'000 50'000 50'000 48'981 CHF 49'481 CHF 100.00% 100.00%
14.11.2024 1.00% 0.98 CHF 0.99 CHF 50'000 50'000 50'000 50'000 49'764 CHF 50'264 CHF 99.54% 99.54%
13.11.2024 0.97% 1.02 CHF 1.03 CHF 50'000 50'000 50'000 50'000 51'059 CHF 51'559 CHF 99.97% 99.97%
12.11.2024 1.04% 0.99 CHF 1.00 CHF 50'000 50'000 50'000 50'000 47'910 CHF 48'410 CHF 99.83% 99.83%
11.11.2024 1.12% 0.91 CHF 0.92 CHF 50'000 50'000 50'000 50'000 44'487 CHF 44'987 CHF 99.82% 99.82%
08.11.2024 1.10% 0.90 CHF 0.91 CHF 50'000 50'000 50'000 50'000 45'112 CHF 45'612 CHF 99.82% 99.82%
07.11.2024 1.11% 0.90 CHF 0.91 CHF 50'000 50'000 50'000 50'000 44'882 CHF 45'382 CHF 99.89% 99.89%

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