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 0.88% 1.13 CHF 1.14 CHF 65'000 65'000 35'757 35'757 41'367 CHF 41'725 CHF 99.90% 99.90%
19.11.2024 0.86% 1.17 CHF 1.18 CHF 65'000 65'000 35'864 35'864 42'487 CHF 42'847 CHF 98.91% 98.91%
18.11.2024 0.80% 1.25 CHF 1.26 CHF 65'000 65'000 35'737 35'737 45'506 CHF 45'865 CHF 99.59% 99.59%
15.11.2024 0.79% 1.32 CHF 1.33 CHF 65'000 65'000 35'701 35'701 46'670 CHF 47'029 CHF 99.89% 99.89%
14.11.2024 0.75% 1.29 CHF 1.30 CHF 65'000 65'000 36'269 36'269 48'589 CHF 48'952 CHF 98.82% 98.82%
13.11.2024 0.81% 1.30 CHF 1.31 CHF 65'000 65'000 35'806 35'806 45'314 CHF 45'673 CHF 100.00% 100.00%
12.11.2024 0.81% 1.26 CHF 1.27 CHF 65'000 65'000 33'388 33'388 42'007 CHF 42'342 CHF 100.00% 100.00%
11.11.2024 0.93% 1.20 CHF 1.21 CHF 65'000 65'000 35'512 35'512 40'106 CHF 40'465 CHF 99.93% 99.93%
08.11.2024 1.79% 1.04 CHF 1.05 CHF 65'000 65'000 24'625 24'625 25'692 CHF 25'962 CHF 100.00% 100.00%
07.11.2024 0.98% 1.01 CHF 1.02 CHF 60'000 60'000 28'766 28'766 29'844 CHF 30'132 CHF 98.68% 98.68%

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