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 0.40% 2.60 CHF 2.61 CHF 52'000 52'000 28'613 28'613 73'201 CHF 73'488 CHF 99.90% 99.90%
19.11.2024 0.41% 2.52 CHF 2.53 CHF 52'000 52'000 28'701 28'701 72'099 CHF 72'387 CHF 98.91% 98.91%
18.11.2024 0.42% 2.44 CHF 2.45 CHF 52'000 52'000 28'599 28'599 69'182 CHF 69'469 CHF 99.59% 99.59%
15.11.2024 0.43% 2.37 CHF 2.38 CHF 52'000 52'000 28'569 28'569 68'212 CHF 68'499 CHF 99.89% 99.89%
14.11.2024 0.44% 2.40 CHF 2.41 CHF 52'000 52'000 29'306 29'306 68'791 CHF 69'085 CHF 98.82% 98.82%
13.11.2024 0.42% 2.37 CHF 2.38 CHF 52'000 52'000 28'653 28'653 69'227 CHF 69'514 CHF 100.00% 100.00%
12.11.2024 0.42% 2.42 CHF 2.43 CHF 52'000 52'000 26'709 26'709 64'599 CHF 64'867 CHF 100.00% 100.00%
11.11.2024 0.40% 2.49 CHF 2.50 CHF 52'000 52'000 28'431 28'431 73'110 CHF 73'397 CHF 99.93% 99.93%
08.11.2024 0.72% 2.66 CHF 2.67 CHF 52'000 52'000 19'660 19'660 52'139 CHF 52'355 CHF 100.00% 100.00%
07.11.2024 0.45% 2.69 CHF 2.70 CHF 48'000 48'000 23'248 23'248 61'934 CHF 62'184 CHF 98.68% 98.68%

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