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 0.47% 2.24 CHF 2.25 CHF 52'000 52'000 28'612 28'612 62'965 CHF 63'252 CHF 99.90% 99.90%
19.11.2024 0.47% 2.17 CHF 2.18 CHF 52'000 52'000 28'701 28'701 61'937 CHF 62'224 CHF 98.91% 98.91%
18.11.2024 0.50% 2.09 CHF 2.10 CHF 52'000 52'000 28'598 28'598 59'010 CHF 59'297 CHF 99.58% 99.58%
15.11.2024 0.50% 2.01 CHF 2.02 CHF 52'000 52'000 28'568 28'568 57'953 CHF 58'240 CHF 99.89% 99.89%
14.11.2024 0.52% 2.05 CHF 2.06 CHF 52'000 52'000 29'296 29'296 58'328 CHF 58'621 CHF 98.90% 98.90%
13.11.2024 0.49% 2.02 CHF 2.03 CHF 52'000 52'000 28'653 28'653 59'045 CHF 59'332 CHF 100.00% 100.00%
12.11.2024 0.50% 2.07 CHF 2.08 CHF 52'000 52'000 26'706 26'706 55'140 CHF 55'408 CHF 100.00% 100.00%
11.11.2024 0.46% 2.13 CHF 2.14 CHF 52'000 52'000 28'431 28'431 63'066 CHF 63'353 CHF 99.93% 99.93%
08.11.2024 0.83% 2.31 CHF 2.32 CHF 52'000 52'000 19'660 19'660 45'249 CHF 45'465 CHF 100.00% 100.00%
07.11.2024 0.51% 2.34 CHF 2.35 CHF 48'000 48'000 23'248 23'248 53'782 CHF 54'033 CHF 98.68% 98.68%

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