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 0.52% 1.92 CHF 1.93 CHF 54'000 54'000 53'629 53'629 103'021 CHF 103'557 CHF 99.44% 99.44%
19.11.2024 0.51% 2.01 CHF 2.02 CHF 53'000 53'000 53'360 53'360 104'658 CHF 105'192 CHF 99.47% 99.47%
18.11.2024 0.55% 1.79 CHF 1.80 CHF 55'000 55'000 54'774 54'774 99'125 CHF 99'672 CHF 100.00% 100.00%
15.11.2024 0.56% 1.74 CHF 1.75 CHF 56'000 56'000 54'953 54'953 97'521 CHF 98'071 CHF 99.44% 99.44%
14.11.2024 0.60% 1.66 CHF 1.67 CHF 56'000 56'000 56'062 56'062 93'540 CHF 94'101 CHF 100.00% 100.00%
13.11.2024 0.61% 1.67 CHF 1.68 CHF 56'000 56'000 56'458 56'458 93'035 CHF 93'599 CHF 99.84% 99.84%
12.11.2024 0.57% 1.72 CHF 1.73 CHF 56'000 56'000 61'829 61'829 107'545 CHF 108'163 CHF 99.85% 99.85%
11.11.2024 0.61% 1.68 CHF 1.69 CHF 75'000 75'000 75'480 75'480 123'801 CHF 124'555 CHF 99.68% 99.68%
08.11.2024 0.70% 1.47 CHF 1.48 CHF 78'000 78'000 78'491 78'491 112'179 CHF 112'964 CHF 99.20% 99.20%
07.11.2024 0.80% 1.44 CHF 1.45 CHF 79'000 79'000 81'048 81'048 101'792 CHF 102'603 CHF 98.92% 98.92%

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