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 0.76% 1.30 CHF 1.31 CHF 60'000 60'000 60'000 60'000 78'804 CHF 79'404 CHF 99.38% 99.38%
19.11.2024 0.76% 1.28 CHF 1.29 CHF 15'000 15'000 15'000 15'000 19'706 CHF 19'856 CHF 99.31% 99.31%
18.11.2024 0.73% 1.33 CHF 1.34 CHF 15'000 15'000 15'000 15'000 20'490 CHF 20'640 CHF 99.30% 99.30%
15.11.2024 0.70% 1.41 CHF 1.42 CHF 15'000 15'000 15'000 15'000 21'279 CHF 21'429 CHF 99.38% 99.38%
14.11.2024 0.63% 1.49 CHF 1.50 CHF 15'000 15'000 15'000 15'000 23'703 CHF 23'853 CHF 99.35% 99.35%
13.11.2024 0.60% 1.67 CHF 1.68 CHF 15'000 15'000 15'000 15'000 24'869 CHF 25'019 CHF 99.37% 99.37%
12.11.2024 0.58% 1.67 CHF 1.68 CHF 15'000 15'000 15'000 15'000 25'839 CHF 25'989 CHF 99.09% 99.09%
11.11.2024 0.55% 1.85 CHF 1.86 CHF 20'000 20'000 20'000 20'000 36'194 CHF 36'394 CHF 99.30% 99.30%
08.11.2024 0.59% 1.79 CHF 1.80 CHF 20'000 20'000 20'000 20'000 33'759 CHF 33'959 CHF 99.38% 99.38%
07.11.2024 0.70% 1.45 CHF 1.46 CHF 20'000 20'000 20'000 19'994 28'523 CHF 28'715 CHF 99.30% 99.30%

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