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 1.53% 2.88 CHF 2.89 CHF 52'600 52'600 20'613 20'613 61'003 CHF 61'631 CHF 99.82% 99.82%
19.11.2024 1.61% 3.28 CHF 3.29 CHF 46'400 46'400 12'749 12'749 42'722 CHF 42'952 CHF 99.92% 99.92%
18.11.2024 0.99% 3.40 CHF 3.41 CHF 50'400 50'400 18'569 18'569 59'825 CHF 60'201 CHF 99.90% 99.90%
15.11.2024 1.00% 3.31 CHF 3.32 CHF 46'700 46'700 17'587 17'587 58'315 CHF 58'712 CHF 99.52% 99.52%
14.11.2024 0.96% 3.43 CHF 3.44 CHF 46'800 46'800 18'526 18'526 64'135 CHF 64'569 CHF 100.00% 100.00%
13.11.2024 1.02% 3.52 CHF 3.53 CHF 42'000 42'000 15'681 15'681 58'328 CHF 58'722 CHF 100.00% 100.00%
12.11.2024 1.15% 3.91 CHF 3.92 CHF 38'900 38'900 9'428 9'428 37'769 CHF 38'009 CHF 99.95% 99.95%
11.11.2024 1.28% 4.30 CHF 4.31 CHF 35'400 35'400 9'746 9'746 42'714 CHF 42'922 CHF 99.87% 99.87%
08.11.2024 0.93% 4.43 CHF 4.44 CHF 36'700 36'700 14'754 14'754 63'155 CHF 63'545 CHF 100.00% 100.00%
07.11.2024 0.94% 4.27 CHF 4.28 CHF 39'200 39'200 15'281 15'281 64'103 CHF 64'505 CHF 99.87% 99.87%

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