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 0.94% 1.06 CHF 1.07 CHF 40'000 40'000 40'000 40'000 42'557 CHF 42'957 CHF 99.41% 99.41%
19.11.2024 0.97% 1.02 CHF 1.03 CHF 40'000 40'000 40'000 40'000 40'898 CHF 41'298 CHF 99.60% 99.60%
18.11.2024 0.93% 1.07 CHF 1.08 CHF 40'000 40'000 40'000 40'000 42'835 CHF 43'235 CHF 99.88% 99.88%
15.11.2024 0.91% 1.08 CHF 1.09 CHF 40'000 40'000 40'000 40'000 43'919 CHF 44'319 CHF 99.64% 99.64%
14.11.2024 0.92% 1.12 CHF 1.13 CHF 40'000 40'000 40'000 40'000 43'414 CHF 43'814 CHF 98.63% 98.63%
13.11.2024 0.97% 1.06 CHF 1.07 CHF 40'000 40'000 40'000 40'000 41'215 CHF 41'615 CHF 100.00% 100.00%
12.11.2024 0.88% 1.09 CHF 1.10 CHF 40'000 40'000 40'000 40'000 45'013 CHF 45'413 CHF 99.86% 99.86%
11.11.2024 0.87% 1.15 CHF 1.16 CHF 40'000 40'000 40'000 40'000 45'776 CHF 46'176 CHF 100.00% 100.00%
08.11.2024 0.90% 1.10 CHF 1.11 CHF 40'000 40'000 40'000 40'000 44'138 CHF 44'538 CHF 98.31% 98.31%
07.11.2024 0.89% 1.12 CHF 1.13 CHF 40'000 40'000 40'000 40'000 44'901 CHF 45'301 CHF 99.72% 99.72%

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