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 1.15% 0.91 CHF 0.92 CHF 60'000 50'000 61'371 50'000 52'866 CHF 43'611 CHF 99.49% 99.49%
19.11.2024 1.04% 0.95 CHF 0.96 CHF 60'000 50'000 58'603 50'000 55'981 CHF 48'389 CHF 97.55% 97.55%
18.11.2024 1.18% 0.82 CHF 0.83 CHF 70'000 50'000 63'602 50'000 53'404 CHF 42'541 CHF 99.40% 99.40%
15.11.2024 1.12% 0.88 CHF 0.89 CHF 60'000 50'000 60'000 50'000 53'270 CHF 44'892 CHF 98.86% 98.86%
14.11.2024 1.01% 0.91 CHF 0.92 CHF 60'000 50'000 55'650 50'000 54'628 CHF 49'730 CHF 99.50% 99.50%
13.11.2024 0.94% 1.18 CHF 1.19 CHF 50'000 50'000 50'515 50'000 53'393 CHF 53'386 CHF 95.83% 95.83%
12.11.2024 1.06% 1.03 CHF 1.04 CHF 50'000 50'000 58'665 50'000 55'121 CHF 47'560 CHF 99.57% 99.57%
11.11.2024 0.98% 0.87 CHF 0.88 CHF 60'000 30'000 52'522 30'000 53'225 CHF 30'820 CHF 94.72% 94.72%
08.11.2024 0.81% 1.29 CHF 1.30 CHF 50'000 50'000 50'000 50'000 61'969 CHF 62'469 CHF 91.96% 91.96%
07.11.2024 1.05% 1.01 CHF 1.02 CHF 50'000 50'000 59'360 50'000 56'373 CHF 48'014 CHF 99.53% 99.53%

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