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 1.21% 0.87 CHF 0.88 CHF 60'000 1'000 60'000 1'000 55'327 CHF 933 CHF 99.64% 99.64%
19.11.2024 1.26% 0.87 CHF 0.89 CHF 60'000 1'000 60'003 1'000 53'280 CHF 899 CHF 99.62% 99.62%
18.11.2024 1.23% 0.91 CHF 0.92 CHF 60'000 1'000 60'229 1'000 53'975 CHF 908 CHF 99.65% 99.65%
15.11.2024 1.22% 0.90 CHF 0.92 CHF 60'000 1'000 60'000 1'000 55'597 CHF 938 CHF 99.56% 99.56%
14.11.2024 0.94% 1.10 CHF 1.12 CHF 50'000 1'000 50'000 1'000 59'691 CHF 1'205 CHF 99.65% 99.65%
13.11.2024 0.96% 1.29 CHF 1.30 CHF 40'000 1'000 48'433 1'000 56'685 CHF 1'185 CHF 90.80% 90.80%
12.11.2024 0.95% 1.10 CHF 1.11 CHF 50'000 1'000 49'918 1'000 60'457 CHF 1'223 CHF 99.67% 99.67%
11.11.2024 0.87% 1.21 CHF 1.22 CHF 50'000 1'000 41'512 1'000 53'664 CHF 1'306 CHF 98.75% 98.75%
08.11.2024 1.12% 1.19 CHF 1.20 CHF 50'000 1'000 57'802 1'000 57'739 CHF 1'015 CHF 99.66% 99.66%
07.11.2024 1.05% 0.98 CHF 0.99 CHF 60'000 1'000 51'405 1'000 55'111 CHF 1'086 CHF 99.64% 99.64%

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