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 1.85% 1.03 CHF 1.04 CHF 50'000 50'000 56'488 25'338 56'608 CHF 25'960 CHF 99.65% 99.65%
19.11.2024 1.81% 1.01 CHF 1.02 CHF 50'000 50'000 50'000 25'340 51'143 CHF 26'354 CHF 99.61% 99.61%
18.11.2024 1.81% 1.02 CHF 1.03 CHF 50'000 50'000 50'035 25'335 51'168 CHF 26'297 CHF 99.64% 99.64%
15.11.2024 1.85% 1.01 CHF 1.02 CHF 50'000 50'000 56'195 29'353 54'544 CHF 29'686 CHF 56.30% 56.30%
14.11.2024 2.14% 0.89 CHF 0.89 CHF 60'000 25'000 60'000 20'007 52'058 CHF 17'739 CHF 99.62% 99.62%
13.11.2024 2.02% 0.90 CHF 0.91 CHF 60'000 50'000 60'000 25'791 54'054 CHF 23'719 CHF 96.77% 96.77%
12.11.2024 2.06% 0.91 CHF 0.92 CHF 60'000 50'000 60'000 25'338 53'893 CHF 23'185 CHF 99.62% 99.62%
11.11.2024 2.12% 0.89 CHF 0.90 CHF 60'000 25'000 60'000 20'295 51'392 CHF 17'760 CHF 96.86% 96.86%
08.11.2024 2.26% 0.85 CHF 0.86 CHF 60'000 25'000 68'804 20'028 56'232 CHF 16'761 CHF 99.61% 99.61%
07.11.2024 2.24% 0.82 CHF 0.83 CHF 70'000 25'000 70'000 20'023 57'601 CHF 16'837 CHF 99.65% 99.65%

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