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
22.11.2024 0.99% 1.01 CHF 1.02 CHF 50'000 50'000 55'182 55'182 55'188 CHF 55'739 CHF 99.36% 99.36%
20.11.2024 0.95% 1.00 CHF 1.01 CHF 50'000 50'000 50'204 50'204 52'519 CHF 53'021 CHF 99.37% 99.37%
19.11.2024 1.05% 0.98 CHF 0.99 CHF 75'000 75'000 73'699 73'699 70'052 CHF 70'789 CHF 99.27% 99.27%
18.11.2024 1.00% 1.01 CHF 1.02 CHF 50'000 50'000 58'653 58'653 58'416 CHF 59'002 CHF 99.25% 99.25%
15.11.2024 0.99% 0.99 CHF 1.00 CHF 75'000 75'000 55'814 55'814 55'879 CHF 56'437 CHF 99.37% 99.37%
14.11.2024 0.97% 1.02 CHF 1.03 CHF 50'000 50'000 50'676 50'676 51'968 CHF 52'475 CHF 99.39% 99.39%
13.11.2024 0.97% 1.02 CHF 1.03 CHF 50'000 50'000 51'308 51'308 52'611 CHF 53'124 CHF 99.36% 99.36%
12.11.2024 0.94% 1.01 CHF 1.02 CHF 50'000 50'000 50'000 50'000 52'881 CHF 53'381 CHF 99.05% 99.05%
11.11.2024 0.89% 1.11 CHF 1.12 CHF 50'000 50'000 50'185 50'185 55'923 CHF 56'424 CHF 99.27% 99.27%
08.11.2024 1.12% 0.96 CHF 0.97 CHF 75'000 75'000 75'000 75'000 66'768 CHF 67'518 CHF 99.38% 99.38%

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