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 0.74% 1.32 CHF 1.33 CHF 50'000 50'000 49'994 49'994 67'084 CHF 67'584 CHF 97.66% 97.66%
19.11.2024 0.81% 1.26 CHF 1.27 CHF 50'000 50'000 49'926 49'926 61'260 CHF 61'759 CHF 93.12% 93.12%
18.11.2024 0.66% 1.48 CHF 1.49 CHF 50'000 50'000 49'989 49'989 75'403 CHF 75'903 CHF 99.88% 99.88%
15.11.2024 0.58% 1.62 CHF 1.63 CHF 40'000 40'000 39'897 39'897 68'887 CHF 69'286 CHF 97.28% 97.28%
14.11.2024 0.59% 1.84 CHF 1.85 CHF 40'000 40'000 39'783 39'783 68'175 CHF 68'573 CHF 97.03% 97.03%
13.11.2024 0.62% 1.60 CHF 1.61 CHF 40'000 40'000 40'550 40'550 65'703 CHF 66'109 CHF 96.49% 96.49%
12.11.2024 0.61% 1.53 CHF 1.54 CHF 50'000 50'000 41'134 41'134 67'123 CHF 67'534 CHF 95.97% 95.97%
11.11.2024 0.63% 1.64 CHF 1.65 CHF 40'000 40'000 41'462 41'462 66'090 CHF 66'504 CHF 97.86% 97.86%
08.11.2024 0.67% 1.51 CHF 1.52 CHF 50'000 50'000 47'376 47'376 70'742 CHF 71'217 CHF 94.78% 94.78%
07.11.2024 0.63% 1.53 CHF 1.54 CHF 50'000 50'000 40'062 40'062 64'186 CHF 64'587 CHF 95.22% 95.22%

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