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 1.96% 0.51 CHF 0.52 CHF 100'000 1'000 91'478 1'000 51'503 CHF 575 CHF 99.64% 99.64%
19.11.2024 2.10% 0.52 CHF 0.53 CHF 100'000 1'000 99'766 1'000 52'874 CHF 542 CHF 99.62% 99.62%
18.11.2024 2.08% 0.55 CHF 0.57 CHF 100'000 1'000 98'985 1'000 53'184 CHF 549 CHF 99.66% 99.66%
15.11.2024 1.97% 0.54 CHF 0.56 CHF 100'000 1'000 91'795 1'000 52'128 CHF 580 CHF 99.58% 99.58%
14.11.2024 1.31% 0.75 CHF 0.76 CHF 70'000 1'000 62'608 1'000 52'174 CHF 846 CHF 99.65% 99.65%
13.11.2024 1.37% 0.93 CHF 0.95 CHF 60'000 1'000 67'878 1'000 55'161 CHF 827 CHF 95.51% 95.51%
12.11.2024 1.34% 0.74 CHF 0.76 CHF 70'000 1'000 61'619 1'000 52'590 CHF 867 CHF 99.67% 99.67%
11.11.2024 1.20% 0.85 CHF 0.87 CHF 60'000 1'000 60'000 1'000 56'355 CHF 951 CHF 98.74% 98.74%
08.11.2024 1.72% 0.84 CHF 0.85 CHF 60'000 1'000 81'715 1'000 52'853 CHF 664 CHF 99.66% 99.66%
07.11.2024 1.60% 0.63 CHF 0.64 CHF 80'000 1'000 72'709 1'000 52'286 CHF 734 CHF 99.64% 99.64%

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