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 0.38% 2.61 CHF 2.62 CHF 30'000 30'000 29'525 29'525 78'327 CHF 78'623 CHF 97.90% 97.90%
19.11.2024 0.40% 2.55 CHF 2.56 CHF 30'000 30'000 29'004 29'004 75'179 CHF 75'470 CHF 97.61% 97.61%
18.11.2024 0.42% 2.50 CHF 2.51 CHF 30'000 30'000 29'955 29'955 72'139 CHF 72'438 CHF 99.68% 99.68%
15.11.2024 0.46% 2.23 CHF 2.24 CHF 30'000 30'000 29'582 29'582 64'760 CHF 65'056 CHF 98.86% 98.86%
14.11.2024 0.50% 2.16 CHF 2.17 CHF 30'000 30'000 29'517 29'517 59'890 CHF 60'186 CHF 96.60% 96.60%
13.11.2024 0.48% 2.13 CHF 2.14 CHF 30'000 30'000 29'366 29'366 62'178 CHF 62'472 CHF 99.51% 99.51%
12.11.2024 0.47% 2.06 CHF 2.07 CHF 30'000 30'000 29'503 29'503 63'988 CHF 64'284 CHF 98.99% 98.99%
11.11.2024 0.43% 2.30 CHF 2.31 CHF 30'000 30'000 29'271 29'271 69'010 CHF 69'303 CHF 96.96% 96.96%
08.11.2024 0.53% 1.90 CHF 1.91 CHF 30'000 30'000 29'631 29'631 56'400 CHF 56'698 CHF 96.70% 96.70%
07.11.2024 0.51% 2.02 CHF 2.03 CHF 30'000 30'000 29'261 29'261 59'128 CHF 59'421 CHF 97.36% 98.28%

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