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 1.23% 1.66 CHF 1.68 CHF 75'000 75'000 75'000 75'000 126'653 CHF 128'217 CHF 89.65% 89.65%
19.11.2024 1.28% 1.61 CHF 1.63 CHF 50'000 50'000 50'000 50'000 80'615 CHF 81'656 CHF 99.08% 99.08%
18.11.2024 1.40% 1.64 CHF 1.66 CHF 75'000 75'000 67'256 64'108 109'539 CHF 105'763 CHF 98.85% 98.85%
15.11.2024 1.37% 1.59 CHF 1.61 CHF 50'000 50'000 50'000 50'000 77'009 CHF 78'067 CHF 99.90% 99.90%
14.11.2024 1.39% 1.64 CHF 1.66 CHF 50'000 50'000 48'171 48'171 74'517 CHF 75'539 CHF 96.68% 96.68%
13.11.2024 1.25% 1.65 CHF 1.67 CHF 75'000 75'000 74'378 74'226 122'426 CHF 123'709 CHF 98.44% 98.44%
12.11.2024 1.28% 1.55 CHF 1.57 CHF 50'000 50'000 50'000 50'000 80'189 CHF 81'224 CHF 86.08% 86.08%
11.11.2024 1.21% 1.70 CHF 1.72 CHF 50'000 50'000 50'000 50'000 85'431 CHF 86'472 CHF 99.36% 99.36%
08.11.2024 1.25% 1.69 CHF 1.71 CHF 50'000 50'000 50'000 50'000 84'326 CHF 85'388 CHF 98.14% 98.14%
07.11.2024 1.25% 1.73 CHF 1.75 CHF 50'000 50'000 48'110 48'110 84'181 CHF 85'200 CHF 94.84% 94.84%

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