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 0.76% 1.29 CHF 1.30 CHF 60'000 60'000 60'000 60'000 78'226 CHF 78'826 CHF 99.56% 99.56%
19.11.2024 0.79% 1.29 CHF 1.30 CHF 60'000 60'000 60'000 60'000 75'569 CHF 76'169 CHF 99.03% 99.03%
18.11.2024 0.68% 1.43 CHF 1.44 CHF 60'000 60'000 60'000 60'000 87'437 CHF 88'037 CHF 99.55% 99.55%
15.11.2024 0.65% 1.51 CHF 1.52 CHF 50'000 50'000 50'000 50'000 76'800 CHF 77'300 CHF 98.93% 98.93%
14.11.2024 0.66% 1.62 CHF 1.63 CHF 60'000 60'000 60'000 60'000 91'413 CHF 92'013 CHF 99.54% 99.54%
13.11.2024 0.68% 1.38 CHF 1.39 CHF 50'000 50'000 50'000 50'000 72'926 CHF 73'426 CHF 99.54% 99.54%
12.11.2024 0.59% 1.68 CHF 1.69 CHF 60'000 60'000 60'000 60'000 102'072 CHF 102'672 CHF 98.53% 98.56%
11.11.2024 0.67% 1.52 CHF 1.53 CHF 60'000 60'000 60'000 60'000 88'881 CHF 89'481 CHF 99.02% 99.02%
08.11.2024 0.77% 1.28 CHF 1.29 CHF 60'000 60'000 60'000 60'000 77'803 CHF 78'403 CHF 99.55% 99.55%
07.11.2024 0.73% 1.33 CHF 1.34 CHF 70'000 70'000 70'000 70'000 94'935 CHF 95'635 CHF 99.47% 99.47%

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