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 0.80% 1.16 CHF 1.17 CHF 50'000 50'000 50'000 50'000 62'197 CHF 62'697 CHF 98.56% 98.56%
19.11.2024 0.90% 1.16 CHF 1.17 CHF 50'000 50'000 50'000 50'000 55'328 CHF 55'828 CHF 94.48% 94.48%
18.11.2024 0.67% 1.27 CHF 1.28 CHF 50'000 50'000 50'273 50'273 75'408 CHF 75'911 CHF 94.55% 94.55%
15.11.2024 0.86% 1.39 CHF 1.40 CHF 50'000 50'000 50'000 50'000 58'449 CHF 58'949 CHF 99.43% 99.43%
14.11.2024 0.86% 0.99 CHF 1.00 CHF 50'000 50'000 50'000 50'000 58'087 CHF 58'587 CHF 94.98% 94.98%
13.11.2024 0.90% 1.27 CHF 1.28 CHF 50'000 50'000 44'113 44'113 49'207 CHF 49'649 CHF 89.93% 89.93%
12.11.2024 0.99% 1.01 CHF 1.02 CHF 25'000 25'000 29'633 29'633 29'502 CHF 29'799 CHF 99.46% 99.46%
11.11.2024 0.92% 1.18 CHF 1.19 CHF 25'000 25'000 25'365 25'365 27'318 CHF 27'572 CHF 97.85% 97.85%
08.11.2024 1.36% 0.86 CHF 0.87 CHF 38'000 38'000 38'247 38'247 28'048 CHF 28'430 CHF 99.27% 99.27%
07.11.2024 1.46% 0.69 CHF 0.70 CHF 50'000 50'000 41'962 41'962 28'484 CHF 28'904 CHF 98.64% 98.64%

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