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 1.30% 0.73 CHF 0.74 CHF 70'000 1'000 62'015 1'000 54'607 CHF 898 CHF 94.86% 99.66%
19.11.2024 1.12% 1.02 CHF 1.03 CHF 50'000 1'000 55'100 1'000 54'739 CHF 1'008 CHF 99.67% 99.67%
18.11.2024 1.94% 0.79 CHF 0.80 CHF 70'000 1'000 90'328 1'000 53'015 CHF 611 CHF 98.85% 98.85%
15.11.2024 1.34% 0.73 CHF 0.75 CHF 70'000 1'000 57'879 1'000 53'967 CHF 956 CHF 96.21% 96.21%
14.11.2024 1.18% 1.10 CHF 1.11 CHF 50'000 1'000 57'779 1'000 55'983 CHF 987 CHF 99.66% 99.66%
13.11.2024 0.99% 0.85 CHF 0.87 CHF 60'000 1'000 45'475 1'000 54'440 CHF 1'233 CHF 96.61% 96.61%
12.11.2024 0.95% 1.07 CHF 1.08 CHF 50'000 1'000 46'660 1'000 55'190 CHF 1'203 CHF 99.59% 99.59%
11.11.2024 0.71% 1.42 CHF 1.43 CHF 40'000 1'000 32'167 1'000 54'551 CHF 1'724 CHF 99.66% 99.66%
08.11.2024 0.53% 2.13 CHF 2.14 CHF 30'000 1'000 29'399 1'000 66'487 CHF 2'278 CHF 99.40% 99.40%
07.11.2024 0.68% 2.05 CHF 2.06 CHF 30'000 1'000 36'414 1'000 60'129 CHF 1'681 CHF 99.08% 99.08%

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