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 1.69% 1.59 CHF 1.60 CHF 50'000 50'000 42'260 30'089 63'844 CHF 46'492 CHF 93.97% 93.97%
19.11.2024 1.77% 1.37 CHF 1.38 CHF 50'000 50'000 42'131 29'797 57'840 CHF 41'511 CHF 99.69% 99.69%
18.11.2024 1.54% 1.37 CHF 1.38 CHF 50'000 50'000 43'160 32'114 64'072 CHF 47'571 CHF 67.21% 67.21%
15.11.2024 1.36% 1.66 CHF 1.67 CHF 50'000 50'000 34'260 29'795 63'225 CHF 55'420 CHF 99.69% 99.69%
14.11.2024 1.19% 2.09 CHF 2.10 CHF 50'000 50'000 33'683 27'872 73'063 CHF 60'926 CHF 91.61% 91.61%
13.11.2024 1.14% 2.27 CHF 2.28 CHF 50'000 50'000 34'372 29'226 76'910 CHF 66'122 CHF 97.14% 97.14%
12.11.2024 1.11% 2.21 CHF 2.22 CHF 50'000 50'000 34'849 29'251 79'197 CHF 66'960 CHF 87.59% 87.59%
11.11.2024 1.12% 2.41 CHF 2.42 CHF 50'000 50'000 34'351 28'838 80'184 CHF 68'059 CHF 97.60% 97.60%
08.11.2024 1.22% 2.28 CHF 2.29 CHF 50'000 50'000 34'331 29'884 72'029 CHF 63'599 CHF 98.66% 98.66%
07.11.2024 1.36% 1.96 CHF 1.97 CHF 50'000 50'000 34'376 29'933 64'385 CHF 56'857 CHF 97.64% 97.64%

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