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 1.48% 1.35 CHF 1.36 CHF 70'000 70'000 29'857 29'857 38'583 CHF 39'088 CHF 99.10% 99.10%
19.11.2024 1.56% 1.25 CHF 1.26 CHF 70'000 70'000 28'300 28'300 34'551 CHF 35'028 CHF 91.06% 91.06%
18.11.2024 1.72% 1.23 CHF 1.24 CHF 70'000 70'000 31'522 31'522 35'050 CHF 35'550 CHF 94.12% 94.12%
15.11.2024 1.72% 1.06 CHF 1.07 CHF 70'000 70'000 28'304 28'304 29'717 CHF 30'142 CHF 89.92% 89.92%
14.11.2024 1.71% 1.06 CHF 1.07 CHF 70'000 70'000 32'687 32'687 34'342 CHF 34'849 CHF 94.86% 94.86%
13.11.2024 1.75% 1.04 CHF 1.05 CHF 70'000 70'000 32'728 32'728 33'615 CHF 34'120 CHF 99.11% 99.11%
12.11.2024 1.72% 1.04 CHF 1.05 CHF 70'000 70'000 32'199 32'199 33'472 CHF 33'977 CHF 92.78% 92.78%
11.11.2024 1.71% 1.03 CHF 1.04 CHF 70'000 70'000 31'838 31'838 33'240 CHF 33'740 CHF 95.13% 95.13%
08.11.2024 1.67% 1.06 CHF 1.07 CHF 70'000 70'000 31'392 31'392 33'974 CHF 34'474 CHF 93.27% 93.27%
07.11.2024 1.67% 1.07 CHF 1.08 CHF 70'000 70'000 30'990 30'990 33'355 CHF 33'840 CHF 92.19% 92.19%

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