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 0.53% 1.84 CHF 1.85 CHF 50'000 50'000 50'000 50'000 93'953 CHF 94'453 CHF 99.36% 99.36%
19.11.2024 0.56% 1.84 CHF 1.85 CHF 50'000 50'000 50'000 50'000 89'461 CHF 89'961 CHF 99.26% 99.26%
18.11.2024 0.51% 1.88 CHF 1.89 CHF 50'000 50'000 44'674 44'674 86'418 CHF 86'865 CHF 99.25% 99.25%
15.11.2024 0.51% 1.99 CHF 2.00 CHF 50'000 50'000 48'420 48'420 94'280 CHF 94'764 CHF 99.37% 99.37%
14.11.2024 0.53% 1.92 CHF 1.93 CHF 50'000 50'000 50'000 50'000 94'951 CHF 95'451 CHF 99.35% 99.35%
13.11.2024 0.56% 1.88 CHF 1.89 CHF 50'000 50'000 50'000 50'000 89'866 CHF 90'366 CHF 99.36% 99.36%
12.11.2024 0.72% 1.25 CHF 1.26 CHF 50'000 50'000 50'000 50'000 69'585 CHF 70'085 CHF 99.05% 99.05%
11.11.2024 0.72% 1.41 CHF 1.42 CHF 50'000 50'000 50'000 50'000 69'675 CHF 70'175 CHF 99.27% 99.27%
08.11.2024 0.80% 1.28 CHF 1.29 CHF 50'000 50'000 50'000 50'000 61'945 CHF 62'445 CHF 99.38% 99.38%
07.11.2024 0.85% 1.22 CHF 1.23 CHF 50'000 50'000 50'000 50'000 58'767 CHF 59'267 CHF 99.26% 99.26%

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