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 0.68% 1.47 CHF 1.48 CHF 54'000 54'000 53'628 53'628 79'060 CHF 79'596 CHF 99.44% 99.44%
19.11.2024 0.66% 1.56 CHF 1.57 CHF 53'000 53'000 53'360 53'360 80'799 CHF 81'332 CHF 99.47% 99.47%
18.11.2024 0.73% 1.35 CHF 1.36 CHF 55'000 55'000 54'774 54'774 74'622 CHF 75'170 CHF 100.00% 100.00%
15.11.2024 0.75% 1.29 CHF 1.30 CHF 56'000 56'000 54'953 54'953 72'879 CHF 73'428 CHF 99.44% 99.44%
14.11.2024 0.82% 1.21 CHF 1.22 CHF 56'000 56'000 56'063 56'063 68'211 CHF 68'772 CHF 100.00% 100.00%
13.11.2024 0.83% 1.22 CHF 1.23 CHF 56'000 56'000 56'461 56'461 67'519 CHF 68'084 CHF 100.00% 100.00%
12.11.2024 0.78% 1.27 CHF 1.28 CHF 56'000 56'000 61'829 61'829 79'522 CHF 80'140 CHF 99.85% 99.85%
11.11.2024 0.85% 1.22 CHF 1.23 CHF 75'000 75'000 75'479 75'479 88'890 CHF 89'645 CHF 99.65% 99.65%
08.11.2024 1.03% 1.01 CHF 1.02 CHF 78'000 78'000 78'491 78'491 76'018 CHF 76'802 CHF 99.15% 99.15%

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