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 1.59% 1.27 CHF 1.30 CHF 75'000 75'000 75'000 75'000 97'861 CHF 99'432 CHF 96.57% 96.57%
19.11.2024 1.67% 1.23 CHF 1.25 CHF 50'000 50'000 50'000 50'000 61'593 CHF 62'631 CHF 99.18% 99.18%
18.11.2024 1.83% 1.26 CHF 1.28 CHF 75'000 75'000 67'449 64'079 84'139 CHF 81'281 CHF 99.06% 99.06%
15.11.2024 1.78% 1.21 CHF 1.23 CHF 50'000 50'000 50'000 50'000 58'102 CHF 59'145 CHF 99.90% 99.90%
14.11.2024 1.82% 1.26 CHF 1.28 CHF 50'000 50'000 48'146 48'146 56'255 CHF 57'271 CHF 96.78% 96.78%
13.11.2024 1.62% 1.27 CHF 1.29 CHF 75'000 75'000 74'306 74'123 94'039 CHF 95'334 CHF 98.65% 98.65%
12.11.2024 1.69% 1.17 CHF 1.19 CHF 50'000 50'000 50'000 50'000 61'249 CHF 62'295 CHF 95.23% 95.23%
11.11.2024 1.55% 1.32 CHF 1.34 CHF 50'000 50'000 50'000 50'000 66'373 CHF 67'410 CHF 99.36% 99.36%
08.11.2024 1.60% 1.31 CHF 1.33 CHF 50'000 50'000 50'000 50'000 65'289 CHF 66'341 CHF 98.44% 98.44%
07.11.2024 1.59% 1.35 CHF 1.37 CHF 50'000 50'000 48'116 48'116 65'801 CHF 66'821 CHF 95.16% 95.16%

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