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 1.83% 1.10 CHF 1.11 CHF 50'000 50'000 53'310 30'091 54'076 CHF 31'589 CHF 93.94% 93.94%
19.11.2024 2.06% 0.88 CHF 0.89 CHF 60'000 50'000 60'411 29'798 53'453 CHF 26'808 CHF 99.67% 99.67%
18.11.2024 1.73% 0.88 CHF 0.89 CHF 60'000 50'000 53'955 32'119 53'633 CHF 31'685 CHF 67.16% 67.16%
15.11.2024 1.34% 1.17 CHF 1.18 CHF 50'000 50'000 42'130 29'796 57'517 CHF 40'623 CHF 99.67% 99.67%
14.11.2024 1.09% 1.60 CHF 1.61 CHF 50'000 50'000 33'728 27'876 56'626 CHF 47'089 CHF 91.57% 91.57%
13.11.2024 1.05% 1.77 CHF 1.78 CHF 50'000 50'000 34'373 29'230 60'176 CHF 51'730 CHF 97.11% 97.11%
12.11.2024 1.01% 1.72 CHF 1.73 CHF 50'000 50'000 34'850 29'254 62'255 CHF 52'570 CHF 87.57% 87.57%
11.11.2024 0.94% 1.92 CHF 1.93 CHF 50'000 50'000 34'357 28'847 63'544 CHF 53'886 CHF 97.47% 97.47%
08.11.2024 1.17% 1.80 CHF 1.81 CHF 50'000 50'000 42'166 29'886 67'803 CHF 49'062 CHF 98.64% 98.64%
07.11.2024 1.23% 1.48 CHF 1.49 CHF 50'000 50'000 42'188 29'934 58'503 CHF 42'215 CHF 97.63% 97.63%

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