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 0.86% 1.26 CHF 1.27 CHF 75'000 75'000 55'330 52'692 68'775 CHF 66'086 CHF 99.63% 99.63%
19.11.2024 0.82% 1.26 CHF 1.27 CHF 75'000 75'000 55'182 52'696 70'242 CHF 67'708 CHF 99.56% 99.56%
18.11.2024 0.86% 1.24 CHF 1.25 CHF 75'000 75'000 54'389 52'683 67'361 CHF 65'775 CHF 99.64% 99.64%
15.11.2024 0.78% 1.33 CHF 1.34 CHF 100'000 100'000 59'697 58'119 80'281 CHF 78'713 CHF 98.77% 98.77%
14.11.2024 0.82% 1.34 CHF 1.35 CHF 75'000 75'000 55'191 53'524 71'130 CHF 69'499 CHF 84.21% 84.21%
13.11.2024 0.92% 1.17 CHF 1.18 CHF 75'000 75'000 55'466 53'405 63'058 CHF 61'233 CHF 97.11% 97.11%
12.11.2024 0.98% 1.14 CHF 1.15 CHF 75'000 75'000 55'335 52'721 60'640 CHF 58'366 CHF 99.51% 99.51%
11.11.2024 1.22% 0.91 CHF 0.92 CHF 75'000 75'000 63'196 52'678 57'893 CHF 48'782 CHF 99.66% 99.66%
08.11.2024 1.27% 0.84 CHF 0.85 CHF 60'000 25'000 60'683 24'866 51'936 CHF 21'573 CHF 58.91% 58.91%
07.11.2024 1.34% 0.75 CHF 0.76 CHF 75'000 75'000 64'834 51'157 53'291 CHF 42'312 CHF 88.26% 88.26%

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