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% 1.71 CHF 1.72 CHF 54'000 54'000 53'629 53'629 92'133 CHF 92'669 CHF 99.44% 99.44%
19.11.2024 0.57% 1.81 CHF 1.82 CHF 53'000 53'000 53'360 53'360 93'824 CHF 94'358 CHF 99.47% 99.47%
18.11.2024 0.62% 1.59 CHF 1.60 CHF 55'000 55'000 54'774 54'774 88'024 CHF 88'572 CHF 100.00% 100.00%
15.11.2024 0.63% 1.54 CHF 1.55 CHF 56'000 56'000 54'953 54'953 86'342 CHF 86'892 CHF 99.44% 99.44%
14.11.2024 0.68% 1.45 CHF 1.46 CHF 56'000 56'000 56'063 56'063 81'907 CHF 82'468 CHF 100.00% 100.00%
13.11.2024 0.69% 1.47 CHF 1.48 CHF 56'000 56'000 56'460 56'460 81'322 CHF 81'887 CHF 100.00% 100.00%
12.11.2024 0.65% 1.51 CHF 1.52 CHF 56'000 56'000 61'829 61'829 94'628 CHF 95'246 CHF 99.85% 99.85%
11.11.2024 0.70% 1.46 CHF 1.47 CHF 75'000 75'000 75'479 75'479 107'334 CHF 108'089 CHF 99.69% 99.69%
08.11.2024 0.82% 1.25 CHF 1.26 CHF 78'000 78'000 78'495 78'495 95'180 CHF 95'965 CHF 100.00% 100.00%
07.11.2024 0.97% 1.22 CHF 1.23 CHF 79'000 79'000 81'048 81'048 84'523 CHF 85'334 CHF 98.92% 98.92%

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