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 0.52% 1.98 CHF 1.99 CHF 80'000 80'000 36'577 36'577 71'694 CHF 72'061 CHF 99.37% 99.37%
19.11.2024 0.54% 1.91 CHF 1.92 CHF 82'000 82'000 36'856 36'856 69'736 CHF 70'106 CHF 100.00% 100.00%
18.11.2024 0.55% 1.89 CHF 1.90 CHF 82'000 82'000 36'846 36'846 68'897 CHF 69'266 CHF 99.87% 99.87%
15.11.2024 0.53% 1.90 CHF 1.91 CHF 82'000 82'000 36'734 36'734 70'321 CHF 70'689 CHF 99.72% 99.72%
14.11.2024 0.52% 1.90 CHF 1.91 CHF 82'000 82'000 36'097 36'097 70'131 CHF 70'492 CHF 98.51% 98.51%
13.11.2024 0.52% 1.97 CHF 1.98 CHF 81'000 81'000 36'669 36'669 71'623 CHF 71'990 CHF 100.00% 100.00%
12.11.2024 0.52% 1.94 CHF 1.95 CHF 81'000 81'000 36'571 36'571 71'854 CHF 72'220 CHF 99.88% 99.88%
11.11.2024 0.51% 2.00 CHF 2.01 CHF 80'000 80'000 35'641 35'641 71'233 CHF 71'590 CHF 99.90% 99.90%
08.11.2024 0.51% 2.01 CHF 2.02 CHF 80'000 80'000 36'548 36'548 72'489 CHF 72'856 CHF 99.04% 99.04%
07.11.2024 0.51% 1.94 CHF 1.95 CHF 81'000 81'000 35'876 35'876 70'745 CHF 71'104 CHF 99.90% 99.90%

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