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 1.02% 0.98 CHF 0.99 CHF 50'000 50'000 50'000 50'000 48'845 CHF 49'345 CHF 99.97% 99.97%
19.11.2024 1.00% 0.98 CHF 0.99 CHF 50'000 50'000 50'000 50'000 49'521 CHF 50'021 CHF 99.79% 99.79%
18.11.2024 1.03% 0.95 CHF 0.96 CHF 50'000 50'000 50'000 50'000 48'302 CHF 48'802 CHF 99.95% 99.95%
15.11.2024 1.07% 0.94 CHF 0.95 CHF 50'000 50'000 50'000 50'000 46'645 CHF 47'145 CHF 100.00% 100.00%
14.11.2024 1.07% 0.92 CHF 0.93 CHF 50'000 50'000 50'000 50'000 46'679 CHF 47'179 CHF 99.49% 99.49%
13.11.2024 1.24% 0.81 CHF 0.82 CHF 50'000 50'000 50'000 50'000 40'140 CHF 40'640 CHF 99.95% 99.95%
12.11.2024 1.27% 0.80 CHF 0.81 CHF 50'000 50'000 50'000 50'000 39'077 CHF 39'577 CHF 99.82% 99.82%
11.11.2024 1.34% 0.75 CHF 0.76 CHF 50'000 50'000 50'000 50'000 37'174 CHF 37'674 CHF 99.83% 99.83%
08.11.2024 1.33% 0.75 CHF 0.76 CHF 50'000 50'000 50'000 50'000 37'394 CHF 37'894 CHF 99.87% 99.87%
07.11.2024 1.50% 0.67 CHF 0.68 CHF 50'000 50'000 50'000 50'000 33'147 CHF 33'647 CHF 99.60% 99.60%

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