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 0.82% 1.28 CHF 1.29 CHF 65'000 65'000 35'755 35'755 44'741 CHF 45'099 CHF 99.90% 99.90%
19.11.2024 0.84% 1.23 CHF 1.24 CHF 65'000 65'000 35'867 35'867 43'643 CHF 44'003 CHF 98.91% 98.91%
18.11.2024 0.90% 1.16 CHF 1.17 CHF 65'000 65'000 35'735 35'735 40'752 CHF 41'111 CHF 99.58% 99.58%
15.11.2024 0.92% 1.10 CHF 1.11 CHF 65'000 65'000 35'700 35'700 39'719 CHF 40'078 CHF 99.89% 99.89%
14.11.2024 0.95% 1.13 CHF 1.14 CHF 65'000 65'000 36'268 36'268 39'215 CHF 39'579 CHF 98.82% 98.82%
13.11.2024 0.89% 1.11 CHF 1.12 CHF 65'000 65'000 35'804 35'804 40'836 CHF 41'195 CHF 100.00% 100.00%
12.11.2024 0.89% 1.15 CHF 1.16 CHF 65'000 65'000 33'382 33'382 38'197 CHF 38'532 CHF 100.00% 100.00%
11.11.2024 0.80% 1.20 CHF 1.21 CHF 65'000 65'000 35'511 35'511 45'092 CHF 45'451 CHF 99.93% 99.93%
08.11.2024 1.43% 1.34 CHF 1.35 CHF 65'000 65'000 24'622 24'622 32'957 CHF 33'227 CHF 100.00% 100.00%
07.11.2024 0.76% 1.37 CHF 1.38 CHF 60'000 60'000 28'764 28'764 38'795 CHF 39'084 CHF 98.68% 98.68%

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