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 0.33% 3.01 CHF 3.02 CHF 30'000 30'000 29'533 29'533 90'010 CHF 90'306 CHF 98.60% 98.60%
19.11.2024 0.35% 2.94 CHF 2.95 CHF 30'000 30'000 29'029 29'029 86'688 CHF 86'979 CHF 97.40% 97.40%
18.11.2024 0.36% 2.89 CHF 2.90 CHF 30'000 30'000 29'958 29'958 83'972 CHF 84'271 CHF 99.60% 99.60%
15.11.2024 0.39% 2.62 CHF 2.63 CHF 30'000 30'000 29'582 29'582 76'433 CHF 76'729 CHF 98.69% 98.69%
14.11.2024 0.42% 2.55 CHF 2.56 CHF 30'000 30'000 29'384 29'384 71'210 CHF 71'505 CHF 95.56% 95.56%
13.11.2024 0.41% 2.52 CHF 2.53 CHF 30'000 30'000 29'374 29'374 73'715 CHF 74'009 CHF 99.26% 99.26%
12.11.2024 0.40% 2.45 CHF 2.46 CHF 30'000 30'000 29'497 29'497 75'568 CHF 75'864 CHF 97.44% 97.44%
11.11.2024 0.37% 2.70 CHF 2.71 CHF 30'000 30'000 29'415 29'415 80'923 CHF 81'218 CHF 96.82% 96.82%
08.11.2024 0.44% 2.30 CHF 2.31 CHF 30'000 30'000 29'525 29'525 67'804 CHF 68'101 CHF 96.71% 96.71%
07.11.2024 0.43% 2.41 CHF 2.42 CHF 30'000 30'000 28'860 28'860 69'651 CHF 69'941 CHF 96.39% 97.32%

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