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 1.12% 0.86 CHF 0.87 CHF 75'000 75'000 74'769 74'769 66'344 CHF 67'091 CHF 99.48% 99.48%
19.11.2024 0.97% 0.99 CHF 1.00 CHF 50'000 50'000 51'196 51'196 52'495 CHF 53'007 CHF 98.60% 98.60%
18.11.2024 0.88% 1.05 CHF 1.06 CHF 50'000 50'000 50'000 50'000 56'377 CHF 56'877 CHF 99.25% 99.25%
15.11.2024 0.98% 1.06 CHF 1.07 CHF 50'000 50'000 52'652 52'652 53'158 CHF 53'685 CHF 98.27% 98.27%
14.11.2024 1.10% 1.04 CHF 1.05 CHF 50'000 50'000 70'056 70'056 63'204 CHF 63'905 CHF 99.09% 99.09%
13.11.2024 1.09% 0.89 CHF 0.90 CHF 75'000 75'000 66'780 66'780 60'969 CHF 61'637 CHF 99.39% 99.39%
12.11.2024 1.14% 0.94 CHF 0.95 CHF 38'000 38'000 38'000 38'000 33'086 CHF 33'466 CHF 99.17% 99.17%
11.11.2024 1.22% 0.81 CHF 0.82 CHF 38'000 38'000 38'000 38'000 30'925 CHF 31'305 CHF 99.20% 99.20%
08.11.2024 1.23% 0.76 CHF 0.77 CHF 38'000 38'000 38'000 38'000 30'719 CHF 31'099 CHF 99.44% 99.44%
07.11.2024 1.20% 0.89 CHF 0.90 CHF 38'000 38'000 38'000 38'000 31'614 CHF 31'994 CHF 99.35% 99.35%

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