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 0.90% 1.15 CHF 1.16 CHF 60'000 60'000 52'173 36'520 58'055 CHF 41'150 CHF 99.67% 99.67%
19.11.2024 0.92% 1.09 CHF 1.10 CHF 60'000 60'000 52'173 36'520 56'458 CHF 39'937 CHF 99.68% 99.68%
18.11.2024 0.99% 1.02 CHF 1.03 CHF 60'000 60'000 54'222 36'594 54'342 CHF 37'120 CHF 98.57% 98.57%
15.11.2024 1.01% 0.96 CHF 0.97 CHF 60'000 60'000 59'486 36'520 58'349 CHF 36'102 CHF 99.68% 99.68%
14.11.2024 1.06% 0.99 CHF 1.00 CHF 60'000 60'000 60'000 36'520 56'140 CHF 34'865 CHF 99.68% 99.68%
13.11.2024 0.98% 0.97 CHF 0.98 CHF 60'000 60'000 52'268 36'804 52'923 CHF 37'487 CHF 95.51% 95.51%
12.11.2024 0.98% 1.01 CHF 1.02 CHF 60'000 60'000 54'092 36'530 54'631 CHF 37'293 CHF 99.52% 99.52%
11.11.2024 0.86% 1.07 CHF 1.08 CHF 60'000 60'000 52'200 36'600 60'169 CHF 42'165 CHF 98.48% 98.48%
08.11.2024 0.83% 1.21 CHF 1.22 CHF 60'000 60'000 52'174 36'521 62'617 CHF 44'248 CHF 99.66% 99.66%
07.11.2024 0.81% 1.24 CHF 1.25 CHF 60'000 60'000 47'462 39'806 58'424 CHF 49'290 CHF 57.50% 57.50%

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