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 0.75% 1.28 CHF 1.29 CHF 50'000 50'000 50'000 50'000 66'455 CHF 66'955 CHF 99.50% 99.50%
19.11.2024 0.70% 1.41 CHF 1.42 CHF 50'000 50'000 50'000 50'000 71'126 CHF 71'626 CHF 98.66% 98.66%
18.11.2024 0.74% 1.40 CHF 1.41 CHF 50'000 50'000 50'000 50'000 67'284 CHF 67'784 CHF 99.28% 99.28%
15.11.2024 0.73% 1.39 CHF 1.40 CHF 50'000 50'000 50'000 50'000 68'216 CHF 68'716 CHF 99.41% 99.41%
14.11.2024 0.72% 1.37 CHF 1.38 CHF 50'000 50'000 50'000 50'000 69'537 CHF 70'037 CHF 99.34% 99.34%
13.11.2024 1.09% 1.32 CHF 1.33 CHF 50'000 50'000 44'706 44'705 56'127 CHF 56'707 CHF 95.60% 95.60%
12.11.2024 1.39% 1.33 CHF 1.35 CHF 25'000 25'000 25'000 25'000 35'661 CHF 36'161 CHF 99.00% 99.00%
11.11.2024 1.51% 1.47 CHF 1.49 CHF 25'000 25'000 25'000 25'000 33'004 CHF 33'504 CHF 98.40% 98.40%
08.11.2024 1.67% 1.26 CHF 1.28 CHF 25'000 25'000 25'000 25'000 29'655 CHF 30'155 CHF 99.44% 99.44%
07.11.2024 1.65% 1.20 CHF 1.22 CHF 25'000 25'000 25'000 25'000 30'022 CHF 30'522 CHF 99.25% 99.25%

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