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 1.50% 1.53 CHF 1.56 CHF 40'000 10'000 40'000 10'000 62'708 CHF 15'914 CHF 100.00% 100.00%
19.11.2024 1.60% 1.53 CHF 1.56 CHF 40'000 10'000 40'000 10'000 59'697 CHF 15'165 CHF 99.99% 99.99%
18.11.2024 1.81% 1.50 CHF 1.53 CHF 40'000 10'000 40'000 9'445 58'744 CHF 14'119 CHF 99.43% 99.43%
15.11.2024 1.67% 1.43 CHF 1.46 CHF 40'000 10'000 40'000 10'000 56'676 CHF 14'408 CHF 94.50% 94.50%
14.11.2024 1.42% 1.58 CHF 1.61 CHF 40'000 10'000 34'048 10'000 56'166 CHF 16'780 CHF 99.44% 99.44%
13.11.2024 1.45% 1.67 CHF 1.69 CHF 30'000 10'000 39'343 9'982 64'096 CHF 16'508 CHF 97.60% 97.60%
12.11.2024 1.40% 1.64 CHF 1.67 CHF 40'000 10'000 37'313 10'000 61'603 CHF 16'759 CHF 98.69% 98.69%
11.11.2024 1.42% 1.66 CHF 1.68 CHF 40'000 10'000 40'000 10'000 64'702 CHF 16'408 CHF 66.13% 66.13%
08.11.2024 1.54% 1.48 CHF 1.51 CHF 40'000 10'000 40'000 10'000 58'887 CHF 14'950 CHF 90.93% 90.93%
07.11.2024 1.55% 1.43 CHF 1.46 CHF 40'000 10'000 40'000 9'975 57'807 CHF 14'644 CHF 32.18% 32.18%

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