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 0.95% 2.06 CHF 2.07 CHF 114'000 114'000 49'706 49'706 100'190 CHF 100'952 CHF 99.90% 99.90%
19.11.2024 0.96% 1.84 CHF 1.85 CHF 118'000 118'000 51'740 51'740 95'652 CHF 96'430 CHF 99.87% 99.87%
18.11.2024 0.88% 1.84 CHF 1.85 CHF 118'000 118'000 50'950 50'950 98'896 CHF 99'657 CHF 97.65% 97.65%
15.11.2024 0.76% 2.13 CHF 2.14 CHF 112'000 112'000 47'280 47'280 108'188 CHF 108'895 CHF 99.58% 99.58%
14.11.2024 0.67% 2.56 CHF 2.57 CHF 105'000 105'000 46'841 46'841 122'467 CHF 123'174 CHF 100.00% 100.00%
13.11.2024 0.67% 2.73 CHF 2.74 CHF 103'000 103'000 46'303 46'303 125'783 CHF 126'485 CHF 100.00% 100.00%
12.11.2024 0.65% 2.67 CHF 2.68 CHF 104'000 104'000 46'388 46'388 127'134 CHF 127'836 CHF 99.79% 99.79%
11.11.2024 0.64% 2.87 CHF 2.88 CHF 102'000 102'000 45'813 45'813 129'169 CHF 129'864 CHF 99.90% 99.90%
08.11.2024 1.22% 2.74 CHF 2.75 CHF 104'000 104'000 47'775 47'775 123'570 CHF 124'681 CHF 98.89% 98.89%
07.11.2024 1.33% 2.43 CHF 2.44 CHF 109'000 109'000 49'028 49'028 115'512 CHF 116'657 CHF 99.90% 99.90%

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