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 53'629 103'279 CHF 103'815 CHF 99.44% 99.44%
19.11.2024 0.51% 2.01 CHF 2.02 CHF 53'000 53'000 53'360 53'360 104'866 CHF 105'399 CHF 99.47% 99.47%
18.11.2024 0.55% 1.80 CHF 1.81 CHF 55'000 55'000 54'774 54'774 99'397 CHF 99'944 CHF 100.00% 100.00%
15.11.2024 0.56% 1.75 CHF 1.76 CHF 56'000 56'000 54'953 54'953 97'774 CHF 98'324 CHF 99.44% 99.44%
14.11.2024 0.60% 1.66 CHF 1.67 CHF 56'000 56'000 56'062 56'062 93'562 CHF 94'123 CHF 100.00% 100.00%
13.11.2024 0.61% 1.68 CHF 1.69 CHF 56'000 56'000 56'460 56'460 93'056 CHF 93'621 CHF 100.00% 100.00%
12.11.2024 0.57% 1.72 CHF 1.73 CHF 56'000 56'000 61'829 61'829 107'467 CHF 108'085 CHF 99.85% 99.85%
11.11.2024 0.61% 1.67 CHF 1.68 CHF 75'000 75'000 75'480 75'480 123'038 CHF 123'793 CHF 99.68% 99.68%
08.11.2024 0.70% 1.46 CHF 1.47 CHF 78'000 78'000 78'491 78'491 111'523 CHF 112'307 CHF 99.20% 99.20%
07.11.2024 0.80% 1.43 CHF 1.44 CHF 79'000 79'000 81'047 81'047 101'395 CHF 102'206 CHF 98.92% 98.92%

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