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 1.39% 1.00 CHF 1.01 CHF 54'373 10'000 50'278 10'000 50'796 CHF 10'245 CHF 50.10% 50.10%
19.11.2024 1.36% 0.97 CHF 0.98 CHF 55'156 10'000 56'406 10'000 52'800 CHF 9'491 CHF 99.99% 99.99%
18.11.2024 1.75% 0.93 CHF 0.95 CHF 56'068 10'000 56'912 9'445 51'968 CHF 8'771 CHF 99.43% 99.43%
15.11.2024 1.48% 0.89 CHF 0.90 CHF 57'971 10'000 58'460 10'000 51'316 CHF 8'910 CHF 94.50% 94.50%
14.11.2024 1.24% 1.02 CHF 1.03 CHF 50'000 10'000 50'000 10'000 53'189 CHF 10'771 CHF 99.44% 99.44%
13.11.2024 1.34% 1.08 CHF 1.09 CHF 50'000 10'000 50'000 9'982 52'243 CHF 10'571 CHF 97.60% 97.60%
12.11.2024 1.23% 1.05 CHF 1.06 CHF 50'000 10'000 50'000 10'000 52'640 CHF 10'658 CHF 98.69% 98.69%
11.11.2024 1.23% 1.06 CHF 1.07 CHF 50'000 10'000 50'000 10'000 51'755 CHF 10'479 CHF 61.00% 61.00%
08.11.2024 1.46% 0.92 CHF 0.93 CHF 54'755 10'000 55'079 10'000 49'913 CHF 9'198 CHF 90.93% 90.93%
07.11.2024 1.57% 0.87 CHF 0.88 CHF 56'355 10'000 55'756 9'977 48'918 CHF 8'896 CHF 35.67% 35.67%

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