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% 0.92 CHF 0.93 CHF 50'000 50'000 50'000 50'000 44'436 CHF 44'936 CHF 99.97% 99.97%
19.11.2024 1.16% 0.85 CHF 0.86 CHF 50'000 50'000 50'000 50'000 42'907 CHF 43'407 CHF 99.85% 99.85%
18.11.2024 1.16% 0.87 CHF 0.88 CHF 50'000 50'000 50'000 50'000 42'851 CHF 43'351 CHF 99.89% 99.89%
15.11.2024 1.30% 0.81 CHF 0.82 CHF 50'000 50'000 50'000 50'000 38'343 CHF 38'843 CHF 99.43% 99.43%
14.11.2024 1.41% 0.70 CHF 0.71 CHF 50'000 50'000 50'000 50'000 35'268 CHF 35'768 CHF 99.75% 99.75%
13.11.2024 1.30% 0.76 CHF 0.77 CHF 50'000 50'000 50'000 50'000 38'296 CHF 38'796 CHF 99.72% 99.72%
12.11.2024 1.49% 0.75 CHF 0.76 CHF 50'000 50'000 50'000 50'000 33'415 CHF 33'915 CHF 93.53% 93.53%
11.11.2024 1.59% 0.60 CHF 0.61 CHF 50'000 50'000 50'000 50'000 31'212 CHF 31'712 CHF 99.88% 99.88%
08.11.2024 1.70% 0.54 CHF 0.55 CHF 50'000 50'000 50'000 50'000 29'278 CHF 29'778 CHF 99.88% 99.88%
07.11.2024 1.68% 0.63 CHF 0.64 CHF 50'000 50'000 50'000 50'000 29'678 CHF 30'178 CHF 74.47% 74.47%

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