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 0.51% 1.87 CHF 1.88 CHF 50'000 50'000 50'000 50'000 97'840 CHF 98'340 CHF 99.03% 99.03%
19.11.2024 0.55% 1.88 CHF 1.89 CHF 50'000 50'000 50'000 50'000 91'181 CHF 91'681 CHF 94.55% 94.55%
18.11.2024 0.45% 1.99 CHF 2.00 CHF 50'000 50'000 50'000 50'000 110'619 CHF 111'119 CHF 94.35% 94.35%
15.11.2024 0.54% 2.08 CHF 2.09 CHF 50'000 50'000 50'000 50'000 93'219 CHF 93'719 CHF 95.93% 95.93%
14.11.2024 0.54% 1.69 CHF 1.70 CHF 50'000 50'000 50'000 50'000 92'969 CHF 93'469 CHF 99.04% 99.04%
13.11.2024 0.56% 1.96 CHF 1.97 CHF 50'000 50'000 44'110 44'110 79'687 CHF 80'128 CHF 89.87% 89.87%
12.11.2024 0.59% 1.70 CHF 1.71 CHF 25'000 25'000 27'755 27'755 46'847 CHF 47'124 CHF 93.26% 93.26%
11.11.2024 0.57% 1.86 CHF 1.87 CHF 25'000 25'000 25'225 25'225 44'239 CHF 44'491 CHF 97.73% 97.73%
08.11.2024 0.72% 1.53 CHF 1.54 CHF 38'000 38'000 37'861 37'861 52'751 CHF 53'129 CHF 98.54% 98.54%
07.11.2024 0.75% 1.34 CHF 1.35 CHF 38'000 38'000 38'000 38'000 50'609 CHF 50'989 CHF 98.32% 98.32%

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