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 0.98% 1.18 CHF 1.20 CHF 50'000 1'000 50'000 1'000 56'592 CHF 1'143 CHF 99.63% 99.63%
19.11.2024 0.97% 1.17 CHF 1.19 CHF 50'000 1'000 50'000 1'000 58'071 CHF 1'173 CHF 99.62% 99.62%
18.11.2024 0.96% 1.14 CHF 1.16 CHF 50'000 1'000 50'000 1'000 58'153 CHF 1'174 CHF 99.65% 99.65%
15.11.2024 0.99% 1.16 CHF 1.18 CHF 50'000 1'000 50'000 1'000 56'993 CHF 1'151 CHF 99.58% 99.58%
14.11.2024 1.25% 0.96 CHF 0.97 CHF 60'000 1'000 60'000 1'000 52'607 CHF 888 CHF 99.64% 99.64%
13.11.2024 1.30% 0.77 CHF 0.78 CHF 70'000 1'000 62'096 1'000 54'663 CHF 895 CHF 91.57% 91.57%
12.11.2024 1.35% 0.95 CHF 0.97 CHF 60'000 1'000 66'412 1'000 55'960 CHF 856 CHF 99.66% 99.66%
11.11.2024 1.48% 0.84 CHF 0.86 CHF 60'000 1'000 69'986 1'000 52'959 CHF 768 CHF 98.73% 98.73%
08.11.2024 1.11% 0.85 CHF 0.87 CHF 60'000 1'000 52'091 1'000 53'702 CHF 1'047 CHF 99.66% 99.66%
07.11.2024 1.15% 1.06 CHF 1.07 CHF 50'000 1'000 57'834 1'000 56'052 CHF 983 CHF 99.64% 99.64%

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