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 1.32% 1.84 CHF 1.85 CHF 50'000 50'000 34'344 30'429 65'490 CHF 58'631 CHF 99.64% 99.64%
19.11.2024 1.36% 1.87 CHF 1.88 CHF 50'000 50'000 34'344 30'430 64'406 CHF 57'754 CHF 99.65% 99.65%
18.11.2024 1.40% 1.96 CHF 1.97 CHF 50'000 50'000 34'353 30'442 63'460 CHF 57'089 CHF 99.45% 99.45%
15.11.2024 1.38% 1.77 CHF 1.78 CHF 50'000 50'000 34'344 30'430 62'969 CHF 56'412 CHF 99.64% 99.64%
14.11.2024 1.28% 1.94 CHF 1.95 CHF 50'000 50'000 34'339 30'424 68'059 CHF 60'970 CHF 99.61% 99.61%
13.11.2024 1.22% 2.04 CHF 2.05 CHF 50'000 50'000 34'470 30'587 71'853 CHF 64'447 CHF 96.84% 96.84%
12.11.2024 1.15% 2.14 CHF 2.15 CHF 50'000 50'000 34'361 30'452 75'851 CHF 67'883 CHF 99.24% 99.24%
11.11.2024 1.12% 2.26 CHF 2.27 CHF 50'000 50'000 34'344 30'430 77'911 CHF 69'693 CHF 99.64% 99.64%
08.11.2024 1.09% 2.35 CHF 2.36 CHF 50'000 50'000 34'344 30'430 80'786 CHF 72'284 CHF 99.64% 99.64%
07.11.2024 1.15% 2.30 CHF 2.31 CHF 50'000 50'000 34'343 30'429 76'931 CHF 68'972 CHF 99.64% 99.64%

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