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 1.28% 1.19 CHF 1.20 CHF 47'175 10'000 45'901 10'000 55'603 CHF 12'284 CHF 59.92% 59.92%
19.11.2024 1.12% 1.20 CHF 1.21 CHF 47'527 10'000 48'324 10'000 55'796 CHF 11'678 CHF 99.99% 99.99%
18.11.2024 1.48% 1.16 CHF 1.18 CHF 48'377 10'000 48'437 9'445 54'677 CHF 10'817 CHF 99.43% 99.43%
15.11.2024 1.23% 1.09 CHF 1.11 CHF 48'625 10'000 49'325 10'000 53'298 CHF 10'941 CHF 94.50% 94.50%
14.11.2024 1.79% 1.25 CHF 1.27 CHF 46'079 10'000 40'115 10'000 52'658 CHF 13'367 CHF 81.35% 81.35%
13.11.2024 1.81% 1.25 CHF 1.28 CHF 44'513 7'500 40'184 9'993 51'175 CHF 12'961 CHF 61.79% 61.79%
12.11.2024 1.77% 1.29 CHF 1.31 CHF 40'000 10'000 40'000 10'000 51'865 CHF 13'197 CHF 98.69% 98.69%
11.11.2024 1.74% 1.25 CHF 1.27 CHF 44'797 10'000 40'310 10'000 50'820 CHF 12'830 CHF 42.20% 42.20%
08.11.2024 1.59% 1.14 CHF 1.16 CHF 46'265 10'000 46'603 10'000 52'488 CHF 11'448 CHF 90.93% 90.93%
07.11.2024 1.18% 1.09 CHF 1.11 CHF 47'731 10'000 47'194 9'975 52'061 CHF 11'139 CHF 32.18% 32.18%

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