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 0.82% 2.17 CHF 2.18 CHF 50'000 50'000 34'522 30'091 77'150 CHF 67'601 CHF 93.94% 93.94%
19.11.2024 0.76% 2.37 CHF 2.38 CHF 50'000 50'000 34'262 29'798 81'205 CHF 71'161 CHF 99.67% 99.67%
18.11.2024 0.80% 2.40 CHF 2.41 CHF 50'000 50'000 36'324 32'119 83'157 CHF 74'398 CHF 67.17% 67.17%
15.11.2024 0.98% 2.12 CHF 2.13 CHF 50'000 50'000 34'261 29'796 66'036 CHF 58'204 CHF 99.67% 99.67%
14.11.2024 1.16% 1.69 CHF 1.70 CHF 50'000 50'000 41'841 27'875 67'132 CHF 45'587 CHF 91.57% 91.57%
13.11.2024 1.17% 1.51 CHF 1.52 CHF 50'000 50'000 42'186 29'229 64'210 CHF 44'859 CHF 97.11% 97.11%
12.11.2024 1.24% 1.56 CHF 1.57 CHF 50'000 50'000 42'425 29'254 62'645 CHF 43'970 CHF 87.57% 87.57%
11.11.2024 1.28% 1.35 CHF 1.36 CHF 50'000 50'000 42'178 28'846 59'639 CHF 41'105 CHF 97.48% 97.48%
08.11.2024 1.11% 1.45 CHF 1.46 CHF 50'000 50'000 38'713 29'886 62'793 CHF 48'652 CHF 98.64% 98.64%
07.11.2024 1.00% 1.76 CHF 1.77 CHF 50'000 50'000 34'376 29'934 63'672 CHF 55'837 CHF 97.63% 97.63%

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