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 0.60% 1.56 CHF 1.57 CHF 50'000 50'000 50'000 50'000 83'078 CHF 83'578 CHF 98.97% 98.97%
19.11.2024 0.60% 1.65 CHF 1.66 CHF 50'000 50'000 50'000 50'000 83'567 CHF 84'067 CHF 96.55% 96.55%
18.11.2024 0.59% 1.69 CHF 1.70 CHF 50'000 50'000 50'000 50'000 84'265 CHF 84'765 CHF 97.53% 97.53%
15.11.2024 0.55% 1.71 CHF 1.72 CHF 50'000 50'000 49'939 49'939 91'211 CHF 91'710 CHF 97.75% 97.75%
14.11.2024 0.48% 2.00 CHF 2.01 CHF 25'000 25'000 25'263 25'263 52'339 CHF 52'592 CHF 99.08% 99.08%
13.11.2024 0.48% 2.01 CHF 2.02 CHF 25'000 25'000 22'309 22'309 46'578 CHF 46'801 CHF 97.77% 97.77%
12.11.2024 0.46% 2.11 CHF 2.12 CHF 13'000 13'000 13'000 13'000 28'114 CHF 28'244 CHF 14.23% 99.08%
11.11.2024 0.45% 2.25 CHF 2.25 CHF 13'000 13'000 13'000 13'000 28'818 CHF 28'948 CHF 5.06% 94.04%
08.11.2024 - 2.44 CHF - CHF 13'000 0 0 0 0 CHF 0 CHF 0.00% 97.81%
07.11.2024 0.43% 2.43 CHF 2.33 CHF 13'000 13'000 13'000 13'000 29'976 CHF 30'106 CHF 30.56% 99.26%

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