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 0.87% 1.11 CHF 1.12 CHF 50'000 50'000 50'622 50'622 58'089 CHF 58'595 CHF 99.07% 99.07%
19.11.2024 0.99% 1.02 CHF 1.03 CHF 75'000 75'000 58'093 58'092 58'269 CHF 58'849 CHF 95.63% 95.63%
18.11.2024 0.91% 1.04 CHF 1.05 CHF 50'000 50'000 50'000 50'000 54'533 CHF 55'033 CHF 98.73% 98.73%
15.11.2024 0.78% 1.17 CHF 1.18 CHF 50'000 50'000 50'000 50'000 63'855 CHF 64'355 CHF 97.16% 97.16%
14.11.2024 0.84% 1.38 CHF 1.39 CHF 50'000 50'000 50'000 50'000 59'662 CHF 60'162 CHF 99.38% 99.38%
13.11.2024 0.97% 1.04 CHF 1.05 CHF 50'000 50'000 51'329 51'329 52'654 CHF 53'166 CHF 96.68% 96.68%
12.11.2024 1.48% 0.71 CHF 0.72 CHF 38'000 38'000 44'802 44'802 29'965 CHF 30'413 CHF 99.05% 99.05%
11.11.2024 1.58% 0.66 CHF 0.67 CHF 50'000 50'000 49'622 49'622 31'111 CHF 31'607 CHF 99.39% 99.39%
08.11.2024 1.70% 0.59 CHF 0.60 CHF 50'000 50'000 50'000 50'000 29'143 CHF 29'643 CHF 99.26% 99.26%
07.11.2024 1.78% 0.58 CHF 0.59 CHF 50'000 50'000 50'000 50'000 27'828 CHF 28'328 CHF 99.33% 99.33%

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