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 1.82% 1.51 CHF 1.52 CHF 50'000 50'000 42'260 30'089 60'390 CHF 44'043 CHF 93.97% 93.97%
19.11.2024 1.99% 1.29 CHF 1.30 CHF 50'000 50'000 42'400 29'797 54'694 CHF 39'092 CHF 99.69% 99.69%
18.11.2024 1.66% 1.29 CHF 1.30 CHF 50'000 50'000 43'160 32'114 60'507 CHF 44'936 CHF 67.20% 67.20%
15.11.2024 1.42% 1.58 CHF 1.59 CHF 50'000 50'000 34'260 29'795 60'421 CHF 52'979 CHF 99.69% 99.69%
14.11.2024 1.23% 2.01 CHF 2.02 CHF 50'000 50'000 33'683 27'872 70'289 CHF 58'630 CHF 91.61% 91.61%
13.11.2024 1.18% 2.18 CHF 2.19 CHF 50'000 50'000 34'359 29'170 74'094 CHF 63'630 CHF 97.42% 97.42%
12.11.2024 1.15% 2.12 CHF 2.13 CHF 50'000 50'000 34'849 29'251 76'371 CHF 64'591 CHF 87.59% 87.59%
11.11.2024 1.16% 2.33 CHF 2.34 CHF 50'000 50'000 34'352 28'839 77'415 CHF 65'737 CHF 97.59% 97.59%
08.11.2024 1.27% 2.20 CHF 2.21 CHF 50'000 50'000 34'331 29'884 69'273 CHF 61'200 CHF 98.66% 98.66%
07.11.2024 1.37% 1.88 CHF 1.89 CHF 50'000 50'000 34'376 29'933 61'629 CHF 54'433 CHF 97.64% 97.64%

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