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 2.36% 1.62 CHF 1.64 CHF 100'000 100'000 53'028 37'370 81'232 CHF 59'123 CHF 99.64% 99.64%
19.11.2024 2.15% 1.55 CHF 1.57 CHF 100'000 100'000 51'133 37'378 82'951 CHF 61'368 CHF 99.67% 99.67%
18.11.2024 2.06% 1.65 CHF 1.67 CHF 100'000 100'000 45'218 37'392 76'945 CHF 64'617 CHF 99.57% 99.57%
15.11.2024 2.14% 1.80 CHF 1.82 CHF 100'000 100'000 52'975 37'380 89'013 CHF 64'511 CHF 99.67% 99.67%
14.11.2024 2.39% 1.60 CHF 1.62 CHF 100'000 100'000 53'036 37'381 79'810 CHF 57'968 CHF 99.66% 99.66%
13.11.2024 1.27% 1.46 CHF 1.47 CHF 100'000 100'000 53'404 37'873 75'287 CHF 54'361 CHF 96.89% 96.89%
12.11.2024 2.49% 1.43 CHF 1.45 CHF 100'000 100'000 53'032 37'377 74'893 CHF 53'798 CHF 99.66% 99.66%
11.11.2024 2.41% 1.43 CHF 1.45 CHF 100'000 100'000 53'037 37'383 76'961 CHF 55'130 CHF 99.66% 99.66%
08.11.2024 2.51% 1.47 CHF 1.49 CHF 100'000 100'000 53'031 37'375 75'367 CHF 54'558 CHF 99.66% 99.66%
07.11.2024 2.33% 1.46 CHF 1.48 CHF 100'000 100'000 53'032 37'376 79'714 CHF 57'056 CHF 99.66% 99.66%

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