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 0.99% 0.99 CHF 1.00 CHF 50'000 50'000 53'823 53'823 53'938 CHF 54'476 CHF 99.36% 99.36%
19.11.2024 1.07% 0.96 CHF 0.97 CHF 75'000 75'000 74'857 74'857 69'434 CHF 70'183 CHF 99.27% 99.27%
18.11.2024 0.96% 0.99 CHF 1.00 CHF 50'000 50'000 53'148 53'148 55'236 CHF 55'768 CHF 99.21% 99.21%
15.11.2024 0.97% 1.06 CHF 1.07 CHF 50'000 50'000 50'421 50'421 52'002 CHF 52'506 CHF 99.38% 99.38%
14.11.2024 1.01% 1.01 CHF 1.02 CHF 75'000 75'000 67'270 67'270 66'252 CHF 66'925 CHF 99.37% 99.37%
13.11.2024 1.10% 0.96 CHF 0.97 CHF 75'000 75'000 73'720 73'720 66'809 CHF 67'546 CHF 96.01% 96.01%
12.11.2024 1.59% 0.56 CHF 0.57 CHF 100'000 100'000 96'189 96'189 59'774 CHF 60'736 CHF 90.16% 90.16%
11.11.2024 1.63% 0.63 CHF 0.64 CHF 100'000 100'000 100'000 100'000 60'902 CHF 61'902 CHF 99.23% 99.23%
08.11.2024 1.94% 0.54 CHF 0.55 CHF 100'000 100'000 103'929 103'929 53'048 CHF 54'087 CHF 99.38% 99.38%
07.11.2024 2.08% 0.50 CHF 0.51 CHF 100'000 100'000 119'118 119'118 56'732 CHF 57'924 CHF 99.26% 99.26%

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