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 1.98% 0.95 CHF 0.97 CHF 60'000 30'000 54'125 30'000 54'170 CHF 30'703 CHF 99.53% 99.53%
19.11.2024 1.99% 1.02 CHF 1.04 CHF 50'000 20'000 56'096 20'000 55'892 CHF 20'377 CHF 99.51% 99.51%
18.11.2024 1.71% 1.18 CHF 1.20 CHF 50'000 20'000 49'631 20'000 57'634 CHF 23'642 CHF 99.48% 99.48%
15.11.2024 1.63% 1.21 CHF 1.23 CHF 50'000 30'000 49'248 30'000 59'947 CHF 37'132 CHF 90.74% 90.74%
14.11.2024 1.87% 1.14 CHF 1.16 CHF 50'000 30'000 51'448 30'000 54'442 CHF 32'419 CHF 99.17% 99.17%
13.11.2024 1.93% 0.90 CHF 0.92 CHF 60'000 20'000 52'537 20'000 54'120 CHF 21'135 CHF 97.40% 97.40%
12.11.2024 1.56% 1.16 CHF 1.18 CHF 50'000 20'000 42'799 20'000 54'266 CHF 25'838 CHF 99.51% 99.51%
11.11.2024 1.54% 1.34 CHF 1.36 CHF 40'000 20'000 41'534 20'000 53'440 CHF 26'223 CHF 99.51% 99.51%
08.11.2024 2.38% 1.17 CHF 1.20 CHF 50'000 20'000 46'735 20'000 58'096 CHF 25'564 CHF 99.50% 99.50%
07.11.2024 1.85% 1.58 CHF 1.61 CHF 40'000 20'000 38'743 20'000 62'171 CHF 32'745 CHF 98.67% 98.67%

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