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 0.96% 103.17 CHF 104.17 CHF 2'500 2'500 2'500 2'500 258'272 CHF 260'772 CHF 90.69% 90.69%
19.11.2024 0.97% 103.47 CHF 104.47 CHF 2'500 2'500 2'500 2'500 257'240 CHF 259'740 CHF 99.94% 99.94%
18.11.2024 0.97% 102.33 CHF 103.33 CHF 2'500 2'500 2'500 2'500 255'780 CHF 258'280 CHF 100.00% 100.00%
15.11.2024 0.98% 102.55 CHF 103.55 CHF 2'500 2'500 2'500 2'500 254'573 CHF 257'073 CHF 100.00% 100.00%
14.11.2024 0.99% 100.49 CHF 101.49 CHF 2'500 2'500 2'500 2'500 251'294 CHF 253'794 CHF 99.94% 99.94%
13.11.2024 1.00% 99.35 CHF 100.35 CHF 2'500 2'500 2'500 2'500 249'950 CHF 252'450 CHF 99.82% 99.82%
12.11.2024 0.99% 100.20 CHF 101.20 CHF 2'500 2'500 2'500 2'500 251'421 CHF 253'921 CHF 99.94% 99.94%
11.11.2024 0.98% 101.23 CHF 102.23 CHF 2'500 2'500 2'500 2'500 253'729 CHF 256'229 CHF 100.00% 100.00%
08.11.2024 0.98% 101.87 CHF 102.87 CHF 2'500 2'500 2'500 2'500 253'254 CHF 255'754 CHF 99.83% 99.83%
07.11.2024 0.99% 100.22 CHF 101.22 CHF 2'500 2'500 2'500 2'500 250'798 CHF 253'298 CHF 100.00% 100.00%

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