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 0.58% 1.68 CHF 1.69 CHF 50'000 50'000 49'998 49'998 85'318 CHF 85'818 CHF 97.55% 97.55%
19.11.2024 0.63% 1.62 CHF 1.63 CHF 50'000 50'000 50'000 50'000 79'465 CHF 79'965 CHF 92.17% 92.17%
18.11.2024 0.53% 1.84 CHF 1.85 CHF 50'000 50'000 49'994 49'994 93'704 CHF 94'204 CHF 99.84% 99.84%
15.11.2024 0.48% 2.00 CHF 2.01 CHF 40'000 40'000 39'896 39'896 83'860 CHF 84'259 CHF 96.17% 96.17%
14.11.2024 0.48% 2.21 CHF 2.22 CHF 40'000 40'000 39'951 39'951 83'429 CHF 83'829 CHF 96.86% 96.86%
13.11.2024 0.50% 1.98 CHF 1.99 CHF 40'000 40'000 40'522 40'522 80'815 CHF 81'220 CHF 96.63% 96.63%
12.11.2024 0.50% 1.91 CHF 1.92 CHF 50'000 50'000 41'131 41'131 82'504 CHF 82'915 CHF 95.52% 95.52%
11.11.2024 0.51% 2.02 CHF 2.03 CHF 40'000 40'000 41'476 41'476 81'620 CHF 82'035 CHF 97.32% 97.32%
08.11.2024 0.54% 1.88 CHF 1.89 CHF 50'000 50'000 47'414 47'414 88'464 CHF 88'939 CHF 94.61% 94.61%
07.11.2024 0.51% 1.91 CHF 1.92 CHF 50'000 50'000 40'096 40'096 79'283 CHF 79'685 CHF 94.60% 94.60%

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