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 1.01% 0.96 CHF 0.97 CHF 30'000 30'000 30'000 30'000 29'615 CHF 29'915 CHF 99.49% 99.49%
19.11.2024 1.06% 0.94 CHF 0.95 CHF 30'000 30'000 30'000 30'000 28'086 CHF 28'386 CHF 97.56% 97.56%
18.11.2024 0.98% 1.02 CHF 1.03 CHF 30'000 30'000 30'000 30'000 30'322 CHF 30'622 CHF 99.40% 99.40%
15.11.2024 1.00% 0.99 CHF 1.00 CHF 30'000 30'000 30'000 30'000 29'725 CHF 30'025 CHF 98.86% 98.86%
14.11.2024 1.05% 0.98 CHF 0.99 CHF 30'000 30'000 30'000 30'000 28'380 CHF 28'680 CHF 99.50% 99.50%
13.11.2024 1.08% 0.86 CHF 0.87 CHF 30'000 30'000 30'000 30'000 27'640 CHF 27'940 CHF 95.38% 95.38%
12.11.2024 1.02% 0.93 CHF 0.94 CHF 30'000 30'000 30'000 30'000 29'382 CHF 29'682 CHF 99.57% 99.57%
11.11.2024 1.03% 1.02 CHF 1.03 CHF 30'000 30'000 30'000 30'000 29'057 CHF 29'357 CHF 94.73% 94.73%
08.11.2024 1.11% 0.87 CHF 0.88 CHF 30'000 30'000 30'000 30'000 26'920 CHF 27'220 CHF 91.97% 91.97%
07.11.2024 0.96% 1.01 CHF 1.02 CHF 30'000 30'000 30'000 30'000 31'125 CHF 31'425 CHF 99.54% 99.54%

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