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 1.09% 1.76 CHF 1.78 CHF 50'000 50'000 50'000 50'000 91'167 CHF 92'167 CHF 93.70% 93.70%
19.11.2024 1.25% 1.60 CHF 1.62 CHF 50'000 50'000 50'000 50'000 79'206 CHF 80'206 CHF 93.05% 93.05%
18.11.2024 1.15% 1.65 CHF 1.67 CHF 50'000 50'000 50'000 50'000 86'284 CHF 87'284 CHF 93.59% 93.59%
15.11.2024 0.99% 1.86 CHF 1.88 CHF 50'000 50'000 29'876 29'876 59'885 CHF 60'483 CHF 98.83% 98.83%
14.11.2024 1.04% 2.21 CHF 2.23 CHF 25'000 25'000 45'593 45'593 86'280 CHF 87'192 CHF 98.25% 98.25%
13.11.2024 1.25% 1.66 CHF 1.68 CHF 50'000 50'000 44'568 44'568 71'415 CHF 72'306 CHF 97.80% 97.80%
12.11.2024 2.01% 1.04 CHF 1.06 CHF 25'000 25'000 33'567 33'567 32'971 CHF 33'642 CHF 99.05% 99.05%
11.11.2024 2.20% 0.96 CHF 0.98 CHF 38'000 38'000 38'000 38'000 34'195 CHF 34'955 CHF 99.38% 99.38%
08.11.2024 2.36% 0.83 CHF 0.85 CHF 38'000 38'000 38'000 38'000 31'783 CHF 32'543 CHF 99.30% 99.30%
07.11.2024 2.51% 0.83 CHF 0.85 CHF 38'000 38'000 38'268 38'268 30'103 CHF 30'868 CHF 99.33% 99.33%

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