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 0.44% 2.22 CHF 2.23 CHF 56'000 56'000 56'000 56'000 125'908 CHF 126'468 CHF 99.43% 99.43%
19.11.2024 0.45% 2.23 CHF 2.24 CHF 56'000 56'000 56'526 56'526 125'603 CHF 126'168 CHF 100.00% 100.00%
18.11.2024 0.44% 2.27 CHF 2.28 CHF 56'000 56'000 56'000 56'000 126'978 CHF 127'538 CHF 99.88% 99.88%
15.11.2024 0.44% 2.24 CHF 2.25 CHF 56'000 56'000 56'000 56'000 126'160 CHF 126'720 CHF 100.00% 100.00%
14.11.2024 0.46% 2.22 CHF 2.23 CHF 56'000 56'000 58'616 58'616 128'318 CHF 128'904 CHF 98.52% 98.52%
13.11.2024 0.46% 2.15 CHF 2.16 CHF 60'000 60'000 58'264 58'264 127'587 CHF 128'170 CHF 100.00% 100.00%
12.11.2024 0.44% 2.22 CHF 2.23 CHF 56'000 56'000 56'000 56'000 126'322 CHF 126'882 CHF 99.90% 99.90%
11.11.2024 0.44% 2.29 CHF 2.30 CHF 56'000 56'000 56'000 56'000 128'257 CHF 128'817 CHF 100.00% 100.00%
08.11.2024 0.44% 2.25 CHF 2.26 CHF 56'000 56'000 56'000 56'000 126'503 CHF 127'063 CHF 99.05% 99.05%
07.11.2024 0.43% 2.28 CHF 2.29 CHF 56'000 56'000 56'000 56'000 129'789 CHF 130'349 CHF 100.00% 100.00%

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