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
30.10.2024 1.37% 0.94 CHF 0.96 CHF 60'000 50'000 60'000 50'000 55'678 CHF 47'037 CHF 93.59% 93.59%
29.10.2024 1.31% 0.95 CHF 0.96 CHF 60'000 50'000 59'339 50'000 56'827 CHF 48'541 CHF 97.03% 97.03%
28.10.2024 1.37% 0.94 CHF 0.95 CHF 60'000 50'000 60'000 50'000 53'693 CHF 45'361 CHF 94.23% 94.23%
25.10.2024 1.44% 0.80 CHF 0.81 CHF 70'000 50'000 64'475 50'000 53'833 CHF 42'412 CHF 95.66% 95.66%
24.10.2024 1.61% 0.81 CHF 0.82 CHF 70'000 50'000 70'000 49'774 56'126 CHF 40'554 CHF 97.04% 97.04%
23.10.2024 1.54% 0.80 CHF 0.82 CHF 70'000 50'000 69'501 50'000 56'411 CHF 41'223 CHF 100.00% 100.00%
22.10.2024 1.54% 0.83 CHF 0.84 CHF 70'000 50'000 68'681 50'000 56'481 CHF 41'778 CHF 99.68% 99.68%
21.10.2024 1.47% 0.87 CHF 0.89 CHF 60'000 50'000 60'000 50'000 53'134 CHF 44'932 CHF 100.00% 100.00%
18.10.2024 1.34% 0.92 CHF 0.93 CHF 60'000 50'000 60'000 50'000 54'356 CHF 45'909 CHF 99.88% 99.88%
17.10.2024 1.46% 0.91 CHF 0.92 CHF 60'000 50'000 58'372 48'837 51'504 CHF 43'707 CHF 97.63% 97.63%

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