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 0.40% 2.49 CHF 2.50 CHF 40'000 40'000 40'000 40'000 98'644 CHF 99'044 CHF 99.96% 99.96%
19.11.2024 0.40% 2.48 CHF 2.49 CHF 40'000 40'000 40'000 40'000 99'700 CHF 100'100 CHF 99.82% 99.82%
18.11.2024 0.40% 2.49 CHF 2.50 CHF 40'000 40'000 40'000 40'000 99'635 CHF 100'035 CHF 99.95% 99.95%
15.11.2024 0.41% 2.48 CHF 2.49 CHF 40'000 40'000 40'000 40'000 98'562 CHF 98'962 CHF 99.98% 99.98%
14.11.2024 0.41% 2.42 CHF 2.43 CHF 40'000 40'000 40'000 40'000 98'054 CHF 98'454 CHF 99.67% 99.67%
13.11.2024 0.40% 2.50 CHF 2.51 CHF 40'000 40'000 40'000 40'000 100'213 CHF 100'613 CHF 99.94% 99.94%
12.11.2024 0.41% 2.48 CHF 2.49 CHF 40'000 40'000 40'000 40'000 98'478 CHF 98'878 CHF 99.83% 99.83%
11.11.2024 0.42% 2.40 CHF 2.41 CHF 40'000 40'000 40'000 40'000 95'657 CHF 96'057 CHF 99.88% 99.88%
08.11.2024 0.41% 2.43 CHF 2.44 CHF 40'000 40'000 40'000 40'000 96'480 CHF 96'880 CHF 99.88% 99.88%
07.11.2024 0.42% 2.37 CHF 2.38 CHF 40'000 40'000 40'000 40'000 93'984 CHF 94'384 CHF 99.89% 99.89%

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