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% 1.01 CHF 1.02 CHF 60'000 60'000 60'000 36'514 58'320 CHF 36'051 CHF 99.61% 99.61%
19.11.2024 1.06% 0.95 CHF 0.96 CHF 60'000 60'000 60'000 36'515 56'546 CHF 34'848 CHF 99.63% 99.63%
18.11.2024 1.15% 0.88 CHF 0.89 CHF 60'000 60'000 60'000 36'589 51'759 CHF 32'001 CHF 98.51% 98.51%
15.11.2024 1.18% 0.82 CHF 0.83 CHF 70'000 60'000 61'982 36'515 52'113 CHF 30'992 CHF 99.63% 99.63%
14.11.2024 1.25% 0.85 CHF 0.86 CHF 60'000 60'000 68'359 36'515 54'293 CHF 29'747 CHF 99.63% 99.63%
13.11.2024 1.14% 0.83 CHF 0.84 CHF 70'000 60'000 60'583 36'752 53'033 CHF 32'357 CHF 96.14% 96.14%
12.11.2024 1.14% 0.88 CHF 0.89 CHF 60'000 60'000 60'000 36'523 52'326 CHF 32'226 CHF 99.51% 99.51%
11.11.2024 0.98% 0.93 CHF 0.94 CHF 60'000 60'000 53'289 36'595 54'024 CHF 37'102 CHF 98.42% 98.42%
08.11.2024 0.94% 1.07 CHF 1.08 CHF 60'000 60'000 52'172 36'517 55'476 CHF 39'246 CHF 99.60% 99.60%
07.11.2024 0.91% 1.10 CHF 1.11 CHF 60'000 60'000 53'267 39'801 58'395 CHF 43'816 CHF 57.44% 57.44%

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