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 0.60% 1.64 CHF 1.65 CHF 30'000 30'000 29'780 29'780 49'903 CHF 50'201 CHF 99.24% 99.24%
19.11.2024 0.63% 1.58 CHF 1.59 CHF 30'000 30'000 29'574 29'574 47'882 CHF 48'179 CHF 99.62% 99.62%
18.11.2024 0.69% 1.53 CHF 1.54 CHF 30'000 30'000 29'988 29'988 43'106 CHF 43'406 CHF 99.88% 99.88%
15.11.2024 0.82% 1.26 CHF 1.27 CHF 30'000 30'000 29'924 29'924 36'674 CHF 36'973 CHF 99.84% 99.84%
14.11.2024 0.93% 1.20 CHF 1.21 CHF 30'000 30'000 29'928 29'928 32'267 CHF 32'567 CHF 98.25% 98.25%
13.11.2024 0.86% 1.18 CHF 1.19 CHF 30'000 30'000 29'931 29'931 34'885 CHF 35'185 CHF 99.94% 99.94%
12.11.2024 0.82% 1.11 CHF 1.12 CHF 30'000 30'000 29'925 29'925 36'368 CHF 36'668 CHF 99.76% 99.76%
11.11.2024 0.72% 1.34 CHF 1.35 CHF 30'000 30'000 29'802 29'802 41'575 CHF 41'874 CHF 99.62% 99.62%
08.11.2024 1.03% 0.97 CHF 0.98 CHF 30'000 30'000 29'986 29'986 29'099 CHF 29'399 CHF 98.01% 98.01%
07.11.2024 0.92% 1.08 CHF 1.09 CHF 50'000 50'000 49'998 49'998 54'015 CHF 54'515 CHF 99.82% 99.82%

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