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 1.01% 1.05 CHF 1.06 CHF 65'000 65'000 35'755 35'755 36'395 CHF 36'754 CHF 99.90% 99.90%
19.11.2024 1.04% 0.99 CHF 1.00 CHF 65'000 65'000 35'867 35'867 35'295 CHF 35'655 CHF 98.91% 98.91%
18.11.2024 1.13% 0.92 CHF 0.93 CHF 65'000 65'000 35'736 35'736 32'323 CHF 32'682 CHF 99.58% 99.58%
15.11.2024 1.16% 0.86 CHF 0.87 CHF 65'000 65'000 35'700 35'700 31'301 CHF 31'660 CHF 99.89% 99.89%
14.11.2024 1.22% 0.89 CHF 0.90 CHF 65'000 65'000 36'259 36'259 30'596 CHF 30'959 CHF 98.84% 98.84%
13.11.2024 1.11% 0.87 CHF 0.88 CHF 65'000 65'000 35'806 35'806 32'463 CHF 32'822 CHF 100.00% 100.00%
12.11.2024 1.12% 0.91 CHF 0.92 CHF 65'000 65'000 33'385 33'385 30'432 CHF 30'768 CHF 100.00% 100.00%
11.11.2024 0.98% 0.97 CHF 0.98 CHF 65'000 65'000 35'513 35'513 36'821 CHF 37'179 CHF 99.93% 99.93%
08.11.2024 1.73% 1.11 CHF 1.12 CHF 65'000 65'000 24'622 24'622 27'314 CHF 27'584 CHF 100.00% 100.00%
07.11.2024 0.91% 1.14 CHF 1.15 CHF 60'000 60'000 28'763 28'763 32'195 CHF 32'484 CHF 98.68% 98.68%

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