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 0.90% 1.18 CHF 1.20 CHF 50'000 1'000 48'127 1'000 59'397 CHF 1'246 CHF 99.63% 99.63%
19.11.2024 0.93% 1.18 CHF 1.20 CHF 50'000 1'000 50'000 1'000 59'991 CHF 1'211 CHF 99.61% 99.61%
18.11.2024 0.92% 1.23 CHF 1.24 CHF 50'000 1'000 50'000 1'000 60'570 CHF 1'223 CHF 99.65% 99.65%
15.11.2024 0.92% 1.22 CHF 1.23 CHF 50'000 1'000 46'855 1'000 58'104 CHF 1'253 CHF 99.56% 99.56%
14.11.2024 0.73% 1.42 CHF 1.43 CHF 40'000 1'000 40'000 1'000 60'353 CHF 1'520 CHF 99.64% 99.64%
13.11.2024 0.76% 1.60 CHF 1.62 CHF 40'000 1'000 40'000 1'000 59'408 CHF 1'497 CHF 91.55% 91.55%
12.11.2024 0.76% 1.41 CHF 1.43 CHF 40'000 1'000 40'000 1'000 60'894 CHF 1'534 CHF 99.64% 99.64%
11.11.2024 0.70% 1.52 CHF 1.53 CHF 40'000 1'000 40'000 1'000 64'220 CHF 1'617 CHF 98.74% 98.74%
08.11.2024 0.86% 1.50 CHF 1.51 CHF 40'000 1'000 40'000 1'000 52'498 CHF 1'324 CHF 99.66% 99.66%
07.11.2024 0.83% 1.29 CHF 1.30 CHF 40'000 1'000 40'000 1'000 55'332 CHF 1'395 CHF 99.63% 99.63%

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