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 0.94% 2.11 CHF 2.13 CHF 50'300 50'300 50'300 50'300 106'877 CHF 107'883 CHF 99.44% 99.44%
19.11.2024 0.93% 2.18 CHF 2.20 CHF 50'300 50'300 51'612 51'612 110'600 CHF 111'632 CHF 98.77% 98.77%
18.11.2024 0.96% 2.16 CHF 2.18 CHF 52'000 52'000 53'824 53'824 111'411 CHF 112'488 CHF 98.77% 98.77%
15.11.2024 1.00% 1.97 CHF 1.99 CHF 54'400 54'400 55'691 55'691 110'583 CHF 111'696 CHF 100.00% 100.00%
14.11.2024 1.06% 1.89 CHF 1.91 CHF 56'100 56'100 54'082 54'082 101'835 CHF 102'916 CHF 100.00% 100.00%
13.11.2024 1.01% 1.92 CHF 1.94 CHF 53'500 53'500 52'354 52'354 102'843 CHF 103'890 CHF 100.00% 100.00%
12.11.2024 0.99% 1.94 CHF 1.96 CHF 52'000 52'000 49'870 49'870 100'543 CHF 101'541 CHF 99.80% 99.80%
11.11.2024 0.89% 2.11 CHF 2.13 CHF 49'300 49'300 47'633 47'633 106'128 CHF 107'081 CHF 99.73% 99.73%
08.11.2024 0.88% 2.19 CHF 2.21 CHF 47'100 47'100 47'023 47'023 106'971 CHF 107'911 CHF 100.00% 100.00%
07.11.2024 0.87% 2.38 CHF 2.40 CHF 47'000 47'000 48'603 48'603 111'511 CHF 112'483 CHF 99.96% 99.96%

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