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 0.87% 1.11 CHF 1.12 CHF 50'000 50'000 50'000 50'000 57'153 CHF 57'653 CHF 99.36% 99.36%
19.11.2024 0.94% 1.11 CHF 1.12 CHF 50'000 50'000 50'260 50'260 53'057 CHF 53'560 CHF 99.28% 99.28%
18.11.2024 0.83% 1.14 CHF 1.15 CHF 50'000 50'000 50'000 50'000 60'398 CHF 60'898 CHF 99.23% 99.23%
15.11.2024 0.82% 1.25 CHF 1.26 CHF 50'000 50'000 50'000 50'000 60'536 CHF 61'036 CHF 99.38% 99.38%
14.11.2024 0.85% 1.18 CHF 1.19 CHF 50'000 50'000 50'000 50'000 58'336 CHF 58'836 CHF 99.35% 99.35%
13.11.2024 0.94% 1.15 CHF 1.16 CHF 50'000 50'000 55'038 55'038 58'428 CHF 58'978 CHF 99.38% 99.38%
12.11.2024 1.45% 0.57 CHF 0.58 CHF 100'000 100'000 80'236 80'236 55'018 CHF 55'820 CHF 99.04% 99.04%
11.11.2024 1.45% 0.70 CHF 0.71 CHF 75'000 75'000 78'030 78'030 53'495 CHF 54'275 CHF 99.22% 99.22%
08.11.2024 1.79% 0.60 CHF 0.61 CHF 100'000 100'000 100'000 100'000 55'430 CHF 56'430 CHF 99.38% 99.38%
07.11.2024 1.96% 0.54 CHF 0.55 CHF 100'000 100'000 106'760 106'760 53'875 CHF 54'943 CHF 99.26% 99.26%

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