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 0.71% 1.42 CHF 1.43 CHF 15'000 15'000 15'000 15'000 21'161 CHF 21'311 CHF 99.48% 99.48%
19.11.2024 0.73% 1.36 CHF 1.37 CHF 15'000 15'000 15'000 15'000 20'379 CHF 20'529 CHF 99.48% 99.48%
18.11.2024 0.76% 1.34 CHF 1.35 CHF 20'000 20'000 20'000 20'000 26'130 CHF 26'330 CHF 99.54% 99.54%
15.11.2024 0.75% 1.24 CHF 1.25 CHF 15'000 15'000 15'000 15'000 19'948 CHF 20'098 CHF 98.94% 98.94%
14.11.2024 0.74% 1.32 CHF 1.33 CHF 15'000 15'000 15'000 15'000 20'067 CHF 20'217 CHF 99.52% 99.52%
13.11.2024 0.76% 1.33 CHF 1.34 CHF 20'000 20'000 20'000 20'000 26'367 CHF 26'567 CHF 99.55% 99.55%
12.11.2024 0.79% 1.29 CHF 1.30 CHF 20'000 20'000 20'000 20'000 25'075 CHF 25'275 CHF 99.59% 99.59%
11.11.2024 0.81% 1.23 CHF 1.24 CHF 20'000 20'000 20'000 20'000 24'549 CHF 24'749 CHF 99.49% 99.49%
08.11.2024 0.85% 1.17 CHF 1.18 CHF 20'000 20'000 20'000 20'000 23'330 CHF 23'530 CHF 99.53% 99.53%
07.11.2024 0.87% 1.19 CHF 1.20 CHF 25'000 25'000 25'000 25'000 28'720 CHF 28'970 CHF 99.49% 99.49%

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