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 0.70% 1.33 CHF 1.34 CHF 50'000 50'000 50'000 50'000 71'449 CHF 71'949 CHF 99.21% 99.21%
19.11.2024 0.80% 1.31 CHF 1.32 CHF 50'000 50'000 50'000 50'000 62'577 CHF 63'077 CHF 91.86% 91.86%
18.11.2024 0.82% 1.32 CHF 1.33 CHF 50'000 50'000 50'000 50'000 60'813 CHF 61'313 CHF 99.32% 99.32%
15.11.2024 0.82% 1.17 CHF 1.18 CHF 50'000 50'000 50'000 50'000 60'975 CHF 61'475 CHF 97.90% 97.90%
14.11.2024 0.72% 1.38 CHF 1.39 CHF 50'000 50'000 50'000 50'000 68'920 CHF 69'420 CHF 99.28% 99.28%
13.11.2024 0.75% 1.47 CHF 1.48 CHF 50'000 50'000 43'857 43'857 58'425 CHF 58'863 CHF 97.81% 97.81%
12.11.2024 0.81% 1.19 CHF 1.20 CHF 25'000 25'000 25'000 25'000 30'783 CHF 31'033 CHF 98.84% 98.84%
11.11.2024 0.90% 1.14 CHF 1.15 CHF 25'000 25'000 25'000 25'000 27'687 CHF 27'937 CHF 99.39% 99.39%
08.11.2024 0.94% 1.00 CHF 1.01 CHF 25'000 25'000 25'065 25'065 26'549 CHF 26'800 CHF 98.32% 98.32%
07.11.2024 1.93% 0.99 CHF 1.00 CHF 38'000 38'000 38'000 37'716 36'589 CHF 37'014 CHF 96.66% 96.66%

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