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 0.97% 1.01 CHF 1.02 CHF 100'000 100'000 100'000 100'000 102'889 CHF 103'889 CHF 99.39% 99.39%
19.11.2024 0.97% 1.01 CHF 1.02 CHF 50'000 50'000 50'000 50'000 51'203 CHF 51'703 CHF 98.60% 98.60%
18.11.2024 0.97% 1.05 CHF 1.06 CHF 50'000 50'000 50'000 50'000 51'405 CHF 51'905 CHF 99.30% 99.30%
15.11.2024 1.03% 1.01 CHF 1.02 CHF 50'000 50'000 50'000 50'000 48'485 CHF 48'985 CHF 99.39% 99.39%
14.11.2024 0.94% 1.07 CHF 1.08 CHF 50'000 50'000 50'000 50'000 52'944 CHF 53'444 CHF 99.35% 99.35%
13.11.2024 0.96% 1.06 CHF 1.07 CHF 50'000 50'000 50'000 50'000 51'937 CHF 52'437 CHF 99.39% 99.39%
12.11.2024 1.00% 1.06 CHF 1.07 CHF 50'000 50'000 50'000 50'000 49'873 CHF 50'373 CHF 99.09% 99.09%
11.11.2024 1.12% 0.92 CHF 0.93 CHF 50'000 50'000 50'000 50'000 44'450 CHF 44'950 CHF 99.29% 99.29%
08.11.2024 1.11% 0.92 CHF 0.93 CHF 50'000 50'000 50'000 50'000 44'689 CHF 45'189 CHF 99.38% 99.38%
07.11.2024 1.02% 0.91 CHF 0.92 CHF 50'000 50'000 50'000 50'000 48'895 CHF 49'395 CHF 99.28% 99.28%

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