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 1.06% 0.88 CHF 0.89 CHF 75'000 75'000 74'479 74'479 69'812 CHF 70'557 CHF 99.50% 99.50%
19.11.2024 0.95% 1.03 CHF 1.04 CHF 50'000 50'000 50'714 50'714 53'072 CHF 53'579 CHF 98.61% 98.61%
18.11.2024 1.04% 1.02 CHF 1.03 CHF 75'000 75'000 73'526 73'526 70'215 CHF 70'950 CHF 99.28% 99.28%
15.11.2024 1.02% 1.00 CHF 1.01 CHF 50'000 50'000 69'105 69'105 67'348 CHF 68'039 CHF 99.42% 99.42%
14.11.2024 0.98% 0.99 CHF 1.00 CHF 50'000 50'000 51'469 51'469 52'110 CHF 52'625 CHF 99.47% 99.47%
13.11.2024 1.14% 0.93 CHF 0.94 CHF 75'000 75'000 68'254 68'254 59'514 CHF 60'196 CHF 94.54% 94.54%
12.11.2024 0.97% 0.92 CHF 0.93 CHF 25'000 25'000 25'000 25'000 25'655 CHF 25'905 CHF 99.04% 99.04%
11.11.2024 1.11% 1.08 CHF 1.09 CHF 25'000 25'000 35'529 35'529 31'718 CHF 32'073 CHF 98.33% 98.33%
08.11.2024 1.31% 0.83 CHF 0.84 CHF 38'000 38'000 38'000 38'000 28'887 CHF 29'267 CHF 99.42% 99.42%
07.11.2024 1.28% 0.78 CHF 0.79 CHF 38'000 38'000 38'000 38'000 29'407 CHF 29'787 CHF 99.19% 99.19%

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