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% 1.72 CHF 1.73 CHF 54'000 54'000 53'629 53'629 92'540 CHF 93'076 CHF 99.44% 99.44%
19.11.2024 0.57% 1.81 CHF 1.82 CHF 53'000 53'000 53'360 53'360 94'201 CHF 94'734 CHF 99.47% 99.47%
18.11.2024 0.62% 1.60 CHF 1.61 CHF 55'000 55'000 54'774 54'774 88'374 CHF 88'922 CHF 100.00% 100.00%
15.11.2024 0.63% 1.55 CHF 1.56 CHF 56'000 56'000 54'953 54'953 86'706 CHF 87'255 CHF 99.44% 99.44%
14.11.2024 0.68% 1.46 CHF 1.47 CHF 56'000 56'000 56'062 56'062 82'524 CHF 83'084 CHF 100.00% 100.00%
13.11.2024 0.69% 1.48 CHF 1.49 CHF 56'000 56'000 56'459 56'459 81'950 CHF 82'515 CHF 99.88% 99.88%
12.11.2024 0.65% 1.52 CHF 1.53 CHF 56'000 56'000 61'828 61'828 95'413 CHF 96'031 CHF 99.86% 99.86%
11.11.2024 0.69% 1.48 CHF 1.49 CHF 75'000 75'000 75'480 75'480 108'970 CHF 109'725 CHF 99.73% 99.73%
08.11.2024 0.81% 1.27 CHF 1.28 CHF 78'000 78'000 78'495 78'495 96'737 CHF 97'522 CHF 100.00% 100.00%
07.11.2024 0.95% 1.24 CHF 1.25 CHF 79'000 79'000 81'048 81'048 85'974 CHF 86'785 CHF 98.92% 98.92%

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