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 1.36% 1.16 CHF 1.17 CHF 70'000 70'000 32'646 32'646 37'347 CHF 37'781 CHF 98.94% 98.94%
19.11.2024 1.46% 1.08 CHF 1.09 CHF 70'000 70'000 32'721 32'721 34'799 CHF 35'233 CHF 98.54% 98.54%
18.11.2024 1.53% 1.06 CHF 1.07 CHF 70'000 70'000 32'669 32'669 33'581 CHF 34'014 CHF 99.54% 99.54%
15.11.2024 1.43% 1.06 CHF 1.07 CHF 70'000 70'000 32'477 32'477 35'137 CHF 35'569 CHF 98.74% 98.74%
14.11.2024 1.36% 1.07 CHF 1.08 CHF 70'000 70'000 32'147 32'147 36'118 CHF 36'549 CHF 96.02% 96.02%
13.11.2024 1.36% 1.15 CHF 1.16 CHF 70'000 70'000 32'652 32'652 37'175 CHF 37'608 CHF 98.88% 98.88%
12.11.2024 1.34% 1.12 CHF 1.13 CHF 70'000 70'000 32'324 32'324 37'313 CHF 37'743 CHF 97.88% 97.88%
11.11.2024 1.30% 1.20 CHF 1.21 CHF 70'000 70'000 32'281 32'281 38'744 CHF 39'174 CHF 98.46% 98.46%
08.11.2024 1.30% 1.22 CHF 1.23 CHF 70'000 70'000 32'898 32'898 39'195 CHF 39'629 CHF 96.53% 96.53%
07.11.2024 1.31% 1.14 CHF 1.15 CHF 70'000 70'000 32'371 32'371 38'142 CHF 38'573 CHF 98.36% 98.36%

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