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 1.21% 1.27 CHF 1.28 CHF 60'000 60'000 29'845 29'845 38'496 CHF 38'903 CHF 94.16% 94.16%
19.11.2024 1.25% 1.25 CHF 1.26 CHF 70'000 70'000 32'199 32'199 40'053 CHF 40'482 CHF 94.83% 94.83%
18.11.2024 1.25% 1.23 CHF 1.24 CHF 70'000 70'000 22'598 22'598 27'923 CHF 28'226 CHF 94.90% 94.90%
15.11.2024 1.28% 1.25 CHF 1.26 CHF 70'000 70'000 31'939 31'939 39'194 CHF 39'623 CHF 96.46% 96.46%
14.11.2024 1.33% 1.20 CHF 1.21 CHF 70'000 70'000 32'227 32'227 37'821 CHF 38'251 CHF 97.99% 97.99%
13.11.2024 1.34% 1.19 CHF 1.20 CHF 70'000 70'000 32'636 32'636 38'100 CHF 38'533 CHF 95.24% 95.24%
12.11.2024 1.27% 1.16 CHF 1.17 CHF 70'000 70'000 31'954 31'954 38'427 CHF 38'854 CHF 93.99% 93.99%
11.11.2024 3.88% 1.26 CHF 1.27 CHF 70'000 70'000 11'325 11'325 14'378 CHF 14'812 CHF 94.13% 94.13%
08.11.2024 1.33% 1.25 CHF 1.26 CHF 70'000 70'000 32'194 32'194 38'353 CHF 38'783 CHF 95.81% 95.81%
07.11.2024 1.33% 1.18 CHF 1.19 CHF 70'000 70'000 32'021 32'021 37'367 CHF 37'797 CHF 93.58% 93.58%

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