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 0.57% 1.78 CHF 1.79 CHF 210'000 210'000 97'528 97'528 174'450 CHF 175'427 CHF 99.90% 99.90%
19.11.2024 0.75% 1.74 CHF 1.75 CHF 210'000 210'000 88'452 88'452 151'805 CHF 152'841 CHF 100.00% 100.00%
18.11.2024 0.59% 1.77 CHF 1.78 CHF 210'000 210'000 98'013 98'013 170'348 CHF 171'330 CHF 99.90% 99.90%
15.11.2024 0.54% 1.82 CHF 1.83 CHF 210'000 210'000 84'974 84'974 159'276 CHF 160'129 CHF 86.33% 86.33%
14.11.2024 0.89% 1.96 CHF 1.99 CHF 100'000 100'000 64'373 64'373 126'403 CHF 127'648 CHF 87.67% 87.67%
13.11.2024 0.52% 1.96 CHF 1.97 CHF 200'000 200'000 88'135 88'135 173'989 CHF 174'874 CHF 100.00% 100.00%
12.11.2024 0.51% 2.00 CHF 2.01 CHF 200'000 200'000 88'243 88'243 177'391 CHF 178'277 CHF 97.99% 97.99%
11.11.2024 0.51% 1.96 CHF 1.97 CHF 200'000 200'000 88'490 88'490 176'361 CHF 177'250 CHF 99.50% 99.50%
08.11.2024 0.51% 2.00 CHF 2.01 CHF 200'000 200'000 82'860 82'860 167'311 CHF 168'145 CHF 92.63% 92.63%
07.11.2024 0.54% 2.02 CHF 2.03 CHF 200'000 200'000 92'476 92'476 178'407 CHF 179'337 CHF 88.52% 88.52%

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