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 0.92% 1.02 CHF 1.03 CHF 50'000 50'000 50'000 50'000 54'182 CHF 54'682 CHF 99.04% 99.04%
19.11.2024 0.92% 1.08 CHF 1.09 CHF 50'000 50'000 50'000 50'000 54'334 CHF 54'834 CHF 98.50% 98.50%
18.11.2024 0.90% 1.10 CHF 1.11 CHF 50'000 50'000 50'000 50'000 55'234 CHF 55'734 CHF 97.58% 97.58%
15.11.2024 0.83% 1.12 CHF 1.13 CHF 50'000 50'000 50'000 50'000 59'878 CHF 60'378 CHF 97.89% 97.89%
14.11.2024 0.72% 1.32 CHF 1.33 CHF 50'000 50'000 50'000 50'000 68'829 CHF 69'329 CHF 94.30% 94.30%
13.11.2024 0.71% 1.33 CHF 1.34 CHF 50'000 50'000 44'411 44'411 61'789 CHF 62'233 CHF 98.08% 98.08%
12.11.2024 0.67% 1.41 CHF 1.42 CHF 25'000 25'000 25'000 25'000 37'160 CHF 37'410 CHF 98.62% 98.62%
11.11.2024 0.61% 1.51 CHF 1.52 CHF 25'000 25'000 25'000 25'000 40'661 CHF 40'911 CHF 94.03% 94.03%
08.11.2024 0.61% 1.65 CHF 1.66 CHF 25'000 25'000 25'000 25'000 40'543 CHF 40'793 CHF 98.85% 98.85%
07.11.2024 0.62% 1.66 CHF 1.67 CHF 25'000 25'000 25'000 25'000 40'115 CHF 40'365 CHF 98.65% 98.65%

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