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 0.88% 1.15 CHF 1.16 CHF 50'000 50'000 50'000 50'000 56'510 CHF 57'010 CHF 100.00% 100.00%
19.11.2024 0.85% 1.18 CHF 1.19 CHF 50'000 50'000 50'000 50'000 58'502 CHF 59'002 CHF 99.90% 99.90%
18.11.2024 0.89% 1.12 CHF 1.13 CHF 50'000 50'000 50'000 50'000 55'682 CHF 56'182 CHF 99.84% 99.84%
15.11.2024 0.90% 1.10 CHF 1.11 CHF 50'000 50'000 50'000 50'000 55'057 CHF 55'557 CHF 100.00% 100.00%
14.11.2024 0.87% 1.12 CHF 1.13 CHF 50'000 50'000 50'000 50'000 57'314 CHF 57'814 CHF 99.99% 99.99%
13.11.2024 0.83% 1.20 CHF 1.21 CHF 50'000 50'000 50'000 50'000 59'900 CHF 60'400 CHF 100.00% 100.00%
12.11.2024 0.83% 1.23 CHF 1.24 CHF 50'000 50'000 50'000 50'000 59'748 CHF 60'248 CHF 99.69% 99.69%
11.11.2024 0.91% 1.08 CHF 1.09 CHF 50'000 50'000 50'000 50'000 54'765 CHF 55'265 CHF 99.85% 99.85%
08.11.2024 0.92% 1.11 CHF 1.12 CHF 50'000 50'000 50'356 50'356 54'485 CHF 54'989 CHF 100.00% 100.00%
07.11.2024 1.04% 0.94 CHF 0.95 CHF 75'000 75'000 71'598 71'598 68'247 CHF 68'963 CHF 99.84% 99.84%

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