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
22.11.2024 0.58% 1.82 CHF 1.83 CHF 100'000 100'000 39'019 39'019 68'812 CHF 69'203 CHF 99.90% 99.90%
20.11.2024 0.60% 1.68 CHF 1.69 CHF 102'000 102'000 40'246 40'246 68'545 CHF 68'950 CHF 99.76% 99.76%
19.11.2024 0.65% 1.66 CHF 1.67 CHF 104'000 104'000 41'862 41'862 66'247 CHF 66'667 CHF 99.97% 99.97%
18.11.2024 0.67% 1.59 CHF 1.60 CHF 104'000 104'000 40'620 40'620 61'784 CHF 62'191 CHF 99.89% 99.89%
15.11.2024 0.58% 1.58 CHF 1.59 CHF 104'000 104'000 40'306 40'306 68'329 CHF 68'733 CHF 99.22% 99.22%
14.11.2024 0.53% 1.92 CHF 1.93 CHF 98'000 98'000 38'908 38'908 74'589 CHF 74'978 CHF 100.00% 100.00%
13.11.2024 0.51% 1.87 CHF 1.88 CHF 100'000 100'000 39'021 39'021 76'575 CHF 76'966 CHF 100.00% 100.00%
12.11.2024 0.66% 2.05 CHF 2.06 CHF 98'000 98'000 36'007 36'007 75'296 CHF 75'663 CHF 95.89% 99.82%
11.11.2024 0.45% 2.16 CHF 2.17 CHF 96'000 96'000 36'715 36'715 82'120 CHF 82'488 CHF 99.59% 99.59%
08.11.2024 0.42% 2.28 CHF 2.29 CHF 94'000 94'000 36'251 36'251 85'765 CHF 86'128 CHF 100.00% 100.00%

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