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 0.91% 56.70 CHF 56.90 CHF 2'700 2'700 1'223 1'223 72'238 CHF 72'746 CHF 99.05% 99.05%
19.11.2024 0.91% 59.80 CHF 60.00 CHF 2'700 2'700 1'218 1'218 72'527 CHF 73'035 CHF 99.18% 99.18%
18.11.2024 0.92% 60.60 CHF 60.80 CHF 2'600 2'600 1'204 1'204 72'574 CHF 73'091 CHF 99.84% 99.84%
15.11.2024 0.90% 60.70 CHF 60.90 CHF 2'700 2'700 1'210 1'210 73'010 CHF 73'516 CHF 99.48% 99.48%
14.11.2024 0.97% 60.40 CHF 60.60 CHF 2'600 2'600 1'201 1'201 73'202 CHF 73'742 CHF 98.49% 98.49%
13.11.2024 0.93% 60.50 CHF 60.70 CHF 2'500 2'500 1'155 1'155 72'441 CHF 72'965 CHF 97.81% 97.81%
12.11.2024 0.92% 64.80 CHF 65.00 CHF 2'500 2'500 1'156 1'156 74'409 CHF 74'934 CHF 99.36% 99.36%
11.11.2024 0.94% 65.50 CHF 65.70 CHF 2'500 2'500 1'180 1'180 75'795 CHF 76'332 CHF 99.47% 99.47%
08.11.2024 0.91% 62.20 CHF 62.40 CHF 2'700 2'700 1'226 1'226 73'840 CHF 74'349 CHF 98.84% 98.84%
07.11.2024 0.90% 58.70 CHF 58.90 CHF 2'700 2'700 1'222 1'222 73'296 CHF 73'805 CHF 99.79% 99.79%

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