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 1.48% 2.52 CHF 2.53 CHF 24'800 24'800 11'044 11'044 28'812 CHF 29'124 CHF 99.90% 99.90%
19.11.2024 1.49% 2.58 CHF 2.59 CHF 24'300 24'300 10'463 10'463 26'715 CHF 27'005 CHF 99.89% 99.89%
18.11.2024 1.61% 2.71 CHF 2.72 CHF 24'000 24'000 10'582 10'582 28'718 CHF 29'046 CHF 99.90% 99.90%
15.11.2024 1.60% 2.71 CHF 2.72 CHF 23'200 23'200 10'273 10'273 28'141 CHF 28'463 CHF 99.90% 99.90%
14.11.2024 1.55% 2.89 CHF 2.90 CHF 23'000 23'000 10'283 10'283 29'176 CHF 29'498 CHF 100.00% 100.00%
13.11.2024 1.67% 2.82 CHF 2.83 CHF 21'600 21'600 9'204 9'204 25'598 CHF 25'872 CHF 100.00% 100.00%
12.11.2024 1.41% 3.00 CHF 3.01 CHF 20'800 20'800 9'236 9'236 28'612 CHF 28'901 CHF 99.92% 99.92%
11.11.2024 1.39% 3.15 CHF 3.16 CHF 21'200 21'200 9'428 9'428 30'082 CHF 30'378 CHF 99.90% 99.90%
08.11.2024 1.47% 3.14 CHF 3.15 CHF 18'200 18'200 8'045 8'045 26'869 CHF 27'158 CHF 98.94% 98.94%
07.11.2024 1.38% 3.69 CHF 3.70 CHF 16'100 16'100 7'089 7'089 28'259 CHF 28'537 CHF 100.00% 100.00%

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