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 0.93% 3.30 CHF 3.31 CHF 47'800 47'800 16'580 16'580 54'810 CHF 55'135 CHF 99.03% 99.03%
19.11.2024 0.91% 3.24 CHF 3.25 CHF 46'600 46'600 16'030 16'030 52'874 CHF 53'184 CHF 99.38% 99.38%
18.11.2024 0.95% 3.47 CHF 3.48 CHF 48'000 48'000 16'500 16'500 54'721 CHF 55'044 CHF 99.89% 99.89%
15.11.2024 2.05% 3.51 CHF 3.52 CHF 33'400 33'400 9'492 9'492 34'081 CHF 34'346 CHF 96.85% 96.85%
14.11.2024 0.75% 5.30 CHF 5.31 CHF 31'600 31'600 10'771 10'771 56'549 CHF 56'797 CHF 99.89% 99.89%
13.11.2024 0.80% 4.92 CHF 4.93 CHF 30'400 30'400 10'420 10'420 52'786 CHF 53'040 CHF 100.00% 100.00%
12.11.2024 0.89% 5.32 CHF 5.34 CHF 28'700 28'700 9'807 9'807 53'890 CHF 54'215 CHF 100.00% 100.00%
11.11.2024 0.83% 5.68 CHF 5.70 CHF 27'100 27'100 9'303 9'303 53'303 CHF 53'611 CHF 99.93% 99.93%
08.11.2024 0.80% 6.17 CHF 6.19 CHF 25'400 25'400 8'815 8'815 53'963 CHF 54'254 CHF 100.00% 100.00%
07.11.2024 0.86% 5.93 CHF 5.95 CHF 28'800 28'800 9'994 9'994 58'366 CHF 58'701 CHF 100.00% 100.00%

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