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 0.68% 2.25 CHF 2.26 CHF 60'000 60'000 26'743 26'743 60'624 CHF 60'971 CHF 99.90% 99.90%
19.11.2024 0.67% 2.24 CHF 2.25 CHF 60'000 60'000 26'756 26'756 61'455 CHF 61'802 CHF 99.83% 99.83%
18.11.2024 0.67% 2.32 CHF 2.33 CHF 58'000 58'000 26'248 26'248 61'191 CHF 61'533 CHF 99.90% 99.90%
15.11.2024 0.69% 2.28 CHF 2.29 CHF 58'000 58'000 26'503 26'503 59'960 CHF 60'304 CHF 100.00% 100.00%
14.11.2024 0.67% 2.25 CHF 2.26 CHF 60'000 60'000 26'651 26'651 61'006 CHF 61'352 CHF 100.00% 100.00%
13.11.2024 0.68% 2.26 CHF 2.27 CHF 60'000 60'000 26'758 26'758 60'562 CHF 60'909 CHF 100.00% 100.00%
12.11.2024 0.65% 2.29 CHF 2.30 CHF 60'000 60'000 26'577 26'577 62'369 CHF 62'714 CHF 99.86% 99.86%
11.11.2024 0.65% 2.37 CHF 2.38 CHF 58'000 58'000 26'311 26'311 63'261 CHF 63'603 CHF 99.90% 99.90%
08.11.2024 0.64% 2.41 CHF 2.42 CHF 58'000 58'000 26'457 26'457 64'089 CHF 64'432 CHF 98.88% 98.88%
07.11.2024 0.62% 2.44 CHF 2.45 CHF 58'000 58'000 26'311 26'311 65'066 CHF 65'408 CHF 99.90% 99.90%

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