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 0.78% 1.28 CHF 1.29 CHF 50'000 50'000 50'000 50'000 63'765 CHF 64'265 CHF 99.39% 99.39%
19.11.2024 0.76% 1.30 CHF 1.31 CHF 50'000 50'000 50'000 50'000 65'778 CHF 66'278 CHF 99.29% 99.29%
18.11.2024 0.77% 1.27 CHF 1.28 CHF 50'000 50'000 50'000 50'000 64'472 CHF 64'972 CHF 99.30% 99.30%
15.11.2024 0.78% 1.29 CHF 1.30 CHF 50'000 50'000 50'000 50'000 64'243 CHF 64'743 CHF 99.39% 99.39%
14.11.2024 0.75% 1.31 CHF 1.32 CHF 50'000 50'000 50'000 50'000 66'297 CHF 66'797 CHF 99.35% 99.35%
13.11.2024 0.78% 1.28 CHF 1.29 CHF 50'000 50'000 50'000 50'000 63'722 CHF 64'222 CHF 99.39% 99.39%
12.11.2024 0.77% 1.29 CHF 1.30 CHF 50'000 50'000 50'000 50'000 64'437 CHF 64'937 CHF 99.10% 99.10%
11.11.2024 0.78% 1.27 CHF 1.28 CHF 50'000 50'000 50'000 50'000 63'590 CHF 64'090 CHF 99.30% 99.30%
08.11.2024 0.74% 1.32 CHF 1.33 CHF 50'000 50'000 50'000 50'000 67'171 CHF 67'671 CHF 99.39% 99.39%
07.11.2024 0.72% 1.38 CHF 1.39 CHF 50'000 50'000 50'000 50'000 69'604 CHF 70'104 CHF 99.30% 99.30%

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