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 0.97% 1.01 CHF 1.02 CHF 65'000 65'000 35'756 35'756 37'207 CHF 37'566 CHF 99.90% 99.90%
19.11.2024 0.95% 1.06 CHF 1.07 CHF 65'000 65'000 35'868 35'868 38'301 CHF 38'661 CHF 98.91% 98.91%
18.11.2024 0.88% 1.14 CHF 1.15 CHF 65'000 65'000 35'736 35'736 41'313 CHF 41'672 CHF 99.58% 99.58%
15.11.2024 0.86% 1.20 CHF 1.21 CHF 65'000 65'000 35'700 35'700 42'456 CHF 42'814 CHF 99.89% 99.89%
14.11.2024 0.83% 1.17 CHF 1.18 CHF 65'000 65'000 36'260 36'260 44'275 CHF 44'638 CHF 98.84% 98.84%
13.11.2024 0.89% 1.19 CHF 1.20 CHF 65'000 65'000 35'806 35'806 41'134 CHF 41'493 CHF 100.00% 100.00%
12.11.2024 0.89% 1.14 CHF 1.15 CHF 65'000 65'000 33'385 33'385 38'115 CHF 38'450 CHF 100.00% 100.00%
11.11.2024 1.04% 1.08 CHF 1.09 CHF 65'000 65'000 35'512 35'512 35'977 CHF 36'336 CHF 99.93% 99.93%
08.11.2024 2.01% 0.93 CHF 0.94 CHF 65'000 65'000 24'620 24'620 22'871 CHF 23'141 CHF 100.00% 100.00%
07.11.2024 1.11% 0.90 CHF 0.91 CHF 60'000 60'000 28'764 28'764 26'535 CHF 26'824 CHF 98.68% 98.68%

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