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 0.91% 1.12 CHF 1.13 CHF 50'000 50'000 50'000 50'000 54'491 CHF 54'991 CHF 99.40% 99.40%
19.11.2024 0.91% 1.11 CHF 1.12 CHF 50'000 50'000 50'000 50'000 54'461 CHF 54'961 CHF 98.91% 98.91%
18.11.2024 0.84% 1.14 CHF 1.15 CHF 50'000 50'000 50'000 50'000 59'376 CHF 59'876 CHF 99.26% 99.26%
15.11.2024 0.79% 1.24 CHF 1.25 CHF 50'000 50'000 50'000 50'000 63'425 CHF 63'925 CHF 99.47% 99.47%
14.11.2024 0.77% 1.26 CHF 1.27 CHF 50'000 50'000 50'000 50'000 64'531 CHF 65'031 CHF 99.42% 99.42%
13.11.2024 0.84% 1.21 CHF 1.22 CHF 50'000 50'000 43'889 43'889 52'243 CHF 52'682 CHF 99.14% 99.14%
12.11.2024 0.83% 1.21 CHF 1.22 CHF 25'000 25'000 25'000 25'000 29'863 CHF 30'113 CHF 98.68% 98.68%
11.11.2024 1.01% 1.12 CHF 1.13 CHF 25'000 25'000 33'685 33'685 32'808 CHF 33'145 CHF 99.27% 99.27%
08.11.2024 1.08% 0.91 CHF 0.92 CHF 38'000 38'000 38'000 38'000 34'864 CHF 35'244 CHF 99.45% 99.45%
07.11.2024 1.06% 0.92 CHF 0.93 CHF 38'000 38'000 38'000 38'000 35'805 CHF 36'185 CHF 99.29% 99.29%

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