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% 2.62 CHF 2.63 CHF 52'000 52'000 28'613 28'613 73'917 CHF 74'204 CHF 99.90% 99.90%
19.11.2024 0.40% 2.55 CHF 2.56 CHF 52'000 52'000 28'700 28'700 72'827 CHF 73'115 CHF 98.91% 98.91%
18.11.2024 0.42% 2.47 CHF 2.48 CHF 52'000 52'000 28'599 28'599 69'987 CHF 70'274 CHF 99.59% 99.59%
15.11.2024 0.42% 2.39 CHF 2.40 CHF 52'000 52'000 28'569 28'569 68'927 CHF 69'214 CHF 99.89% 99.89%
14.11.2024 0.43% 2.43 CHF 2.44 CHF 52'000 52'000 29'301 29'301 69'531 CHF 69'824 CHF 98.84% 98.84%
13.11.2024 0.42% 2.40 CHF 2.41 CHF 52'000 52'000 28'652 28'652 69'925 CHF 70'212 CHF 100.00% 100.00%
12.11.2024 0.42% 2.45 CHF 2.46 CHF 52'000 52'000 26'706 26'706 65'330 CHF 65'598 CHF 100.00% 100.00%
11.11.2024 0.40% 2.51 CHF 2.52 CHF 52'000 52'000 28'421 28'421 73'867 CHF 74'154 CHF 99.93% 99.93%
08.11.2024 0.72% 2.68 CHF 2.69 CHF 52'000 52'000 19'657 19'657 52'625 CHF 52'841 CHF 100.00% 100.00%
07.11.2024 0.44% 2.71 CHF 2.72 CHF 48'000 48'000 23'246 23'246 62'523 CHF 62'774 CHF 98.68% 98.68%

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