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 1.05% 1.93 CHF 1.95 CHF 50'000 50'000 50'000 50'000 94'884 CHF 95'884 CHF 99.41% 99.41%
19.11.2024 1.04% 1.82 CHF 1.84 CHF 50'000 50'000 49'240 49'240 93'942 CHF 94'927 CHF 99.11% 99.11%
18.11.2024 0.91% 2.17 CHF 2.19 CHF 25'000 25'000 25'000 25'000 54'817 CHF 55'317 CHF 99.31% 99.31%
15.11.2024 0.86% 2.34 CHF 2.36 CHF 25'000 25'000 25'000 25'000 57'988 CHF 58'488 CHF 99.42% 99.42%
14.11.2024 0.87% 2.28 CHF 2.30 CHF 25'000 25'000 25'000 25'000 57'442 CHF 57'942 CHF 98.77% 98.77%
13.11.2024 0.92% 2.17 CHF 2.19 CHF 25'000 25'000 22'425 22'425 48'379 CHF 48'828 CHF 98.90% 98.90%
12.11.2024 0.95% 2.11 CHF 2.13 CHF 13'000 13'000 13'000 13'000 27'269 CHF 27'529 CHF 98.96% 98.96%
11.11.2024 0.97% 2.11 CHF 2.13 CHF 13'000 13'000 14'263 14'263 29'209 CHF 29'494 CHF 99.09% 99.09%
08.11.2024 1.04% 1.97 CHF 1.99 CHF 25'000 25'000 24'622 24'622 46'969 CHF 47'461 CHF 99.26% 99.26%
07.11.2024 0.97% 1.97 CHF 1.99 CHF 25'000 25'000 14'228 14'228 29'162 CHF 29'446 CHF 98.91% 98.91%

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