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 0.78% 1.36 CHF 1.37 CHF 40'000 1'000 40'475 1'000 60'513 CHF 1'510 CHF 99.64% 99.64%
19.11.2024 0.69% 1.64 CHF 1.66 CHF 40'000 1'000 37'990 1'000 61'474 CHF 1'633 CHF 99.65% 99.65%
18.11.2024 0.95% 1.41 CHF 1.43 CHF 40'000 1'000 47'212 1'000 57'529 CHF 1'239 CHF 98.84% 98.84%
15.11.2024 0.79% 1.36 CHF 1.38 CHF 40'000 1'000 39'050 1'000 61'266 CHF 1'584 CHF 96.19% 96.19%
14.11.2024 0.72% 1.73 CHF 1.74 CHF 30'000 1'000 37'896 1'000 60'445 CHF 1'615 CHF 99.64% 99.64%
13.11.2024 0.64% 1.47 CHF 1.49 CHF 40'000 1'000 31'614 1'000 57'817 CHF 1'857 CHF 97.31% 97.31%
12.11.2024 0.62% 1.69 CHF 1.70 CHF 30'000 1'000 30'790 1'000 55'731 CHF 1'826 CHF 99.57% 99.57%
11.11.2024 0.51% 2.04 CHF 2.06 CHF 30'000 1'000 29'445 1'000 68'612 CHF 2'345 CHF 99.64% 99.64%
08.11.2024 0.42% 2.75 CHF 2.76 CHF 20'000 1'000 20'000 1'000 57'643 CHF 2'894 CHF 99.37% 99.37%
07.11.2024 0.50% 2.66 CHF 2.68 CHF 20'000 1'000 28'288 1'000 64'120 CHF 2'298 CHF 99.07% 99.07%

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