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 1.10% 0.90 CHF 0.91 CHF 50'000 50'000 50'000 50'000 45'240 CHF 45'740 CHF 99.38% 99.38%
19.11.2024 1.14% 0.92 CHF 0.93 CHF 35'000 35'000 35'000 35'000 30'520 CHF 30'870 CHF 99.25% 99.25%
18.11.2024 1.09% 0.88 CHF 0.89 CHF 35'000 35'000 35'000 35'000 32'087 CHF 32'437 CHF 99.31% 99.31%
15.11.2024 0.96% 1.04 CHF 1.05 CHF 35'000 35'000 35'000 35'000 36'372 CHF 36'722 CHF 99.39% 99.39%
14.11.2024 0.99% 1.04 CHF 1.05 CHF 35'000 35'000 35'000 35'000 35'126 CHF 35'476 CHF 99.38% 99.38%
13.11.2024 1.00% 0.96 CHF 0.97 CHF 35'000 35'000 35'000 35'000 35'016 CHF 35'366 CHF 99.39% 99.39%
12.11.2024 0.95% 1.05 CHF 1.06 CHF 35'000 35'000 35'000 35'000 36'778 CHF 37'128 CHF 99.06% 99.06%
11.11.2024 0.85% 1.15 CHF 1.16 CHF 35'000 35'000 35'000 35'000 40'847 CHF 41'197 CHF 99.28% 99.28%
08.11.2024 0.89% 1.16 CHF 1.17 CHF 35'000 35'000 35'000 35'000 39'092 CHF 39'442 CHF 99.39% 99.39%
07.11.2024 1.02% 1.01 CHF 1.02 CHF 35'000 35'000 35'000 35'000 34'237 CHF 34'587 CHF 99.27% 99.27%

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