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 0.85% 1.21 CHF 1.22 CHF 50'000 50'000 50'000 50'000 58'572 CHF 59'072 CHF 99.48% 99.48%
19.11.2024 0.88% 1.16 CHF 1.17 CHF 50'000 50'000 50'000 50'000 56'874 CHF 57'374 CHF 97.77% 97.77%
18.11.2024 0.93% 1.15 CHF 1.16 CHF 50'000 50'000 50'000 50'000 53'328 CHF 53'828 CHF 99.34% 99.34%
15.11.2024 0.94% 1.06 CHF 1.07 CHF 50'000 50'000 50'000 50'000 52'760 CHF 53'260 CHF 99.33% 99.33%
14.11.2024 0.94% 1.06 CHF 1.07 CHF 50'000 50'000 50'000 50'000 52'741 CHF 53'241 CHF 99.24% 99.24%
13.11.2024 0.96% 1.05 CHF 1.06 CHF 50'000 50'000 44'657 44'657 46'415 CHF 46'862 CHF 98.89% 98.89%
12.11.2024 0.95% 1.04 CHF 1.05 CHF 25'000 25'000 25'000 25'000 26'257 CHF 26'507 CHF 99.03% 99.03%
11.11.2024 0.94% 1.04 CHF 1.05 CHF 25'000 25'000 25'000 25'000 26'353 CHF 26'603 CHF 99.38% 99.38%
08.11.2024 0.93% 1.05 CHF 1.06 CHF 25'000 25'000 25'000 25'000 26'641 CHF 26'891 CHF 99.40% 99.40%
07.11.2024 0.94% 1.06 CHF 1.07 CHF 25'000 25'000 25'000 25'000 26'549 CHF 26'799 CHF 99.30% 99.30%

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