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 0.78% 1.39 CHF 1.40 CHF 75'000 75'000 54'272 52'687 74'509 CHF 72'904 CHF 99.65% 99.65%
19.11.2024 0.75% 1.39 CHF 1.40 CHF 75'000 75'000 54'277 52'694 76'114 CHF 74'490 CHF 99.58% 99.58%
18.11.2024 0.77% 1.37 CHF 1.38 CHF 75'000 75'000 54'269 52'681 74'260 CHF 72'614 CHF 99.66% 99.66%
15.11.2024 0.72% 1.46 CHF 1.47 CHF 100'000 100'000 59'694 58'113 88'052 CHF 86'278 CHF 98.78% 98.78%
14.11.2024 0.74% 1.47 CHF 1.48 CHF 75'000 75'000 55'187 53'521 78'333 CHF 76'484 CHF 84.27% 84.27%
13.11.2024 0.83% 1.30 CHF 1.31 CHF 75'000 75'000 54'640 53'402 69'184 CHF 68'148 CHF 97.13% 97.13%
12.11.2024 0.87% 1.27 CHF 1.28 CHF 75'000 75'000 55'334 52'717 67'822 CHF 65'206 CHF 99.53% 99.53%
11.11.2024 1.08% 1.04 CHF 1.05 CHF 75'000 75'000 55'325 52'675 57'812 CHF 55'595 CHF 99.68% 99.68%
08.11.2024 1.17% 0.97 CHF 0.98 CHF 60'000 25'000 58'389 24'866 57'472 CHF 24'780 CHF 58.92% 58.92%
07.11.2024 1.13% 0.87 CHF 0.88 CHF 75'000 75'000 61'397 51'155 58'360 CHF 48'916 CHF 88.28% 88.28%

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