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 0.65% 1.58 CHF 1.59 CHF 280'000 280'000 114'119 114'119 180'046 CHF 181'190 CHF 99.89% 99.89%
19.11.2024 0.67% 1.57 CHF 1.58 CHF 280'000 280'000 110'686 110'686 170'208 CHF 171'317 CHF 99.95% 99.95%
18.11.2024 0.66% 1.56 CHF 1.57 CHF 280'000 280'000 107'072 107'072 165'211 CHF 166'283 CHF 99.89% 99.89%
15.11.2024 0.67% 1.56 CHF 1.57 CHF 280'000 280'000 111'179 111'179 170'336 CHF 171'451 CHF 100.00% 100.00%
14.11.2024 0.68% 1.47 CHF 1.48 CHF 270'000 270'000 109'039 109'039 161'517 CHF 162'609 CHF 99.76% 99.76%
13.11.2024 0.65% 1.55 CHF 1.56 CHF 280'000 280'000 113'500 113'500 177'498 CHF 178'635 CHF 100.00% 100.00%
12.11.2024 0.67% 1.58 CHF 1.59 CHF 280'000 280'000 111'411 111'411 171'245 CHF 172'361 CHF 99.95% 99.95%
11.11.2024 0.72% 1.48 CHF 1.49 CHF 270'000 270'000 102'896 102'896 145'887 CHF 146'918 CHF 99.36% 99.36%
08.11.2024 0.74% 1.36 CHF 1.37 CHF 260'000 260'000 103'098 103'098 141'983 CHF 143'016 CHF 99.53% 99.53%
07.11.2024 0.70% 1.39 CHF 1.40 CHF 260'000 260'000 108'133 108'133 154'762 CHF 155'846 CHF 99.86% 99.86%

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