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 0.96% 1.09 CHF 1.10 CHF 50'000 1'000 45'720 1'000 55'695 CHF 1'241 CHF 99.64% 99.64%
19.11.2024 0.83% 1.38 CHF 1.39 CHF 40'000 1'000 40'000 1'000 54'164 CHF 1'365 CHF 99.64% 99.64%
18.11.2024 1.21% 1.14 CHF 1.16 CHF 50'000 1'000 57'267 1'000 54'463 CHF 970 CHF 98.83% 98.83%
15.11.2024 0.96% 1.09 CHF 1.11 CHF 50'000 1'000 41'954 1'000 54'310 CHF 1'315 CHF 96.19% 96.19%
14.11.2024 0.86% 1.46 CHF 1.47 CHF 40'000 1'000 40'963 1'000 54'546 CHF 1'346 CHF 99.64% 99.64%
13.11.2024 0.75% 1.21 CHF 1.22 CHF 50'000 1'000 36'598 1'000 57'012 CHF 1'590 CHF 96.79% 96.79%
12.11.2024 0.73% 1.42 CHF 1.43 CHF 40'000 1'000 38'771 1'000 59'779 CHF 1'559 CHF 99.57% 99.57%
11.11.2024 0.58% 1.77 CHF 1.79 CHF 30'000 1'000 30'004 1'000 62'015 CHF 2'079 CHF 99.64% 99.64%
08.11.2024 0.45% 2.48 CHF 2.50 CHF 30'000 1'000 21'735 1'000 56'575 CHF 2'630 CHF 99.36% 99.36%
07.11.2024 0.56% 2.40 CHF 2.41 CHF 30'000 1'000 30'000 1'000 60'680 CHF 2'034 CHF 99.07% 99.07%

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