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 0.91% 1.15 CHF 1.16 CHF 50'000 10'000 50'000 10'000 54'902 CHF 11'080 CHF 99.57% 99.57%
19.11.2024 0.85% 1.10 CHF 1.11 CHF 50'000 10'000 49'993 10'000 58'403 CHF 11'782 CHF 99.49% 99.49%
18.11.2024 0.95% 1.06 CHF 1.07 CHF 50'000 10'000 50'197 10'000 52'576 CHF 10'576 CHF 99.48% 99.48%
15.11.2024 0.97% 1.00 CHF 1.01 CHF 50'000 10'000 51'620 10'000 52'823 CHF 10'344 CHF 99.50% 99.50%
14.11.2024 1.70% 1.13 CHF 1.15 CHF 50'000 10'000 50'000 10'000 58'190 CHF 11'838 CHF 99.57% 99.57%
13.11.2024 0.86% 1.20 CHF 1.21 CHF 50'000 10'000 50'000 10'000 57'659 CHF 11'632 CHF 97.47% 97.47%
12.11.2024 0.92% 1.11 CHF 1.12 CHF 50'000 10'000 50'000 10'000 54'141 CHF 10'928 CHF 99.52% 99.52%
11.11.2024 0.92% 1.05 CHF 1.06 CHF 50'000 10'000 50'000 10'000 53'903 CHF 10'881 CHF 99.49% 99.49%
08.11.2024 0.92% 1.11 CHF 1.12 CHF 50'000 10'000 50'000 10'000 54'237 CHF 10'947 CHF 99.50% 99.50%
07.11.2024 0.88% 1.12 CHF 1.13 CHF 50'000 10'000 50'000 10'000 56'562 CHF 11'412 CHF 99.51% 99.51%

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