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 0.42% 2.47 CHF 2.48 CHF 52'000 52'000 28'614 28'614 69'552 CHF 69'839 CHF 99.90% 99.90%
19.11.2024 0.43% 2.40 CHF 2.41 CHF 52'000 52'000 28'697 28'697 68'516 CHF 68'804 CHF 98.91% 98.91%
18.11.2024 0.45% 2.32 CHF 2.33 CHF 52'000 52'000 28'599 28'599 65'609 CHF 65'896 CHF 99.59% 99.59%
15.11.2024 0.45% 2.24 CHF 2.25 CHF 52'000 52'000 28'569 28'569 64'540 CHF 64'827 CHF 99.89% 99.89%
14.11.2024 0.46% 2.28 CHF 2.29 CHF 52'000 52'000 29'299 29'299 65'100 CHF 65'394 CHF 98.84% 98.84%
13.11.2024 0.44% 2.25 CHF 2.26 CHF 52'000 52'000 28'652 28'652 65'625 CHF 65'912 CHF 100.00% 100.00%
12.11.2024 0.45% 2.30 CHF 2.31 CHF 52'000 52'000 26'705 26'705 61'269 CHF 61'537 CHF 100.00% 100.00%
11.11.2024 0.42% 2.36 CHF 2.37 CHF 52'000 52'000 28'421 28'421 69'549 CHF 69'836 CHF 99.93% 99.93%
08.11.2024 0.76% 2.53 CHF 2.54 CHF 52'000 52'000 19'659 19'659 49'706 CHF 49'922 CHF 100.00% 100.00%
07.11.2024 0.47% 2.56 CHF 2.57 CHF 48'000 48'000 23'247 23'247 59'073 CHF 59'323 CHF 98.68% 98.68%

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