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 0.50% 2.11 CHF 2.12 CHF 52'000 52'000 28'613 28'613 59'180 CHF 59'467 CHF 99.90% 99.90%
19.11.2024 0.51% 2.03 CHF 2.04 CHF 52'000 52'000 28'698 28'698 58'067 CHF 58'355 CHF 98.91% 98.91%
18.11.2024 0.53% 1.95 CHF 1.96 CHF 52'000 52'000 28'599 28'599 55'193 CHF 55'480 CHF 99.59% 99.59%
15.11.2024 0.54% 1.88 CHF 1.89 CHF 52'000 52'000 28'569 28'569 54'160 CHF 54'447 CHF 99.89% 99.89%
14.11.2024 0.55% 1.91 CHF 1.92 CHF 52'000 52'000 29'299 29'299 54'357 CHF 54'651 CHF 98.84% 98.84%
13.11.2024 0.53% 1.89 CHF 1.90 CHF 52'000 52'000 28'652 28'652 55'252 CHF 55'539 CHF 100.00% 100.00%
12.11.2024 0.53% 1.94 CHF 1.95 CHF 52'000 52'000 26'705 26'705 51'613 CHF 51'881 CHF 100.00% 100.00%
11.11.2024 0.49% 2.00 CHF 2.01 CHF 52'000 52'000 28'421 28'421 59'298 CHF 59'585 CHF 99.93% 99.93%
08.11.2024 0.88% 2.18 CHF 2.19 CHF 52'000 52'000 19'659 19'659 42'672 CHF 42'888 CHF 100.00% 100.00%
07.11.2024 0.54% 2.21 CHF 2.22 CHF 48'000 48'000 23'247 23'247 50'744 CHF 50'995 CHF 98.68% 98.68%

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