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 0.79% 1.23 CHF 1.24 CHF 25'000 25'000 25'000 25'000 31'587 CHF 31'837 CHF 99.97% 99.97%
19.11.2024 0.82% 1.23 CHF 1.24 CHF 25'000 25'000 25'000 25'000 30'395 CHF 30'645 CHF 99.85% 99.85%
18.11.2024 0.79% 1.27 CHF 1.28 CHF 25'000 25'000 25'000 25'000 31'379 CHF 31'629 CHF 99.88% 99.88%
15.11.2024 0.81% 1.19 CHF 1.20 CHF 25'000 25'000 25'000 25'000 30'943 CHF 31'193 CHF 100.00% 100.00%
14.11.2024 0.78% 1.28 CHF 1.29 CHF 25'000 25'000 25'000 25'000 32'044 CHF 32'294 CHF 99.64% 99.64%
13.11.2024 0.79% 1.25 CHF 1.26 CHF 25'000 25'000 25'000 25'000 31'718 CHF 31'968 CHF 99.95% 99.95%
12.11.2024 0.74% 1.31 CHF 1.32 CHF 25'000 25'000 25'000 25'000 33'568 CHF 33'818 CHF 99.75% 99.75%
11.11.2024 0.71% 1.41 CHF 1.42 CHF 25'000 25'000 25'000 25'000 35'136 CHF 35'386 CHF 99.80% 99.80%
08.11.2024 0.75% 1.34 CHF 1.35 CHF 25'000 25'000 25'000 25'000 33'265 CHF 33'515 CHF 99.89% 99.89%
07.11.2024 0.74% 1.30 CHF 1.31 CHF 25'000 25'000 25'000 25'000 33'455 CHF 33'705 CHF 99.91% 99.91%

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