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 1.43% 0.72 CHF 0.74 CHF 70'000 1'000 70'009 1'000 54'344 CHF 787 CHF 99.65% 99.65%
19.11.2024 1.52% 0.73 CHF 0.74 CHF 70'000 1'000 71'301 1'000 52'872 CHF 754 CHF 99.63% 99.63%
18.11.2024 1.47% 0.77 CHF 0.78 CHF 70'000 1'000 70'634 1'000 53'121 CHF 764 CHF 99.67% 99.67%
15.11.2024 1.46% 0.76 CHF 0.77 CHF 70'000 1'000 70'000 1'000 54'711 CHF 793 CHF 99.60% 99.60%
14.11.2024 1.06% 0.96 CHF 0.97 CHF 60'000 1'000 50'883 1'000 53'310 CHF 1'060 CHF 99.66% 99.66%
13.11.2024 1.09% 1.14 CHF 1.16 CHF 50'000 1'000 50'699 1'000 52'041 CHF 1'038 CHF 96.65% 96.65%
12.11.2024 1.07% 0.95 CHF 0.97 CHF 60'000 1'000 50'891 1'000 54'168 CHF 1'078 CHF 99.68% 99.68%
11.11.2024 0.98% 1.06 CHF 1.08 CHF 50'000 1'000 50'000 1'000 57'499 CHF 1'161 CHF 98.76% 98.76%
08.11.2024 1.31% 1.04 CHF 1.06 CHF 50'000 1'000 63'113 1'000 54'094 CHF 874 CHF 99.68% 99.68%
07.11.2024 1.24% 0.84 CHF 0.85 CHF 60'000 1'000 60'595 1'000 56'415 CHF 944 CHF 99.66% 99.66%

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