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 0.63% 2.86 CHF 2.87 CHF 110'000 110'000 48'099 48'099 138'548 CHF 139'277 CHF 99.41% 99.41%
19.11.2024 0.66% 2.83 CHF 2.84 CHF 110'000 110'000 49'166 49'166 135'190 CHF 135'935 CHF 99.76% 99.76%
18.11.2024 0.67% 2.77 CHF 2.78 CHF 110'000 110'000 47'160 47'160 127'156 CHF 127'863 CHF 99.67% 99.67%
15.11.2024 0.61% 2.76 CHF 2.77 CHF 110'000 110'000 48'613 48'613 140'552 CHF 141'290 CHF 98.65% 98.65%
14.11.2024 0.58% 3.09 CHF 3.10 CHF 100'000 100'000 41'464 41'464 128'192 CHF 128'803 CHF 99.93% 99.93%
13.11.2024 0.57% 3.04 CHF 3.05 CHF 110'000 110'000 39'795 39'795 124'444 CHF 125'018 CHF 99.43% 99.43%
12.11.2024 0.66% 3.21 CHF 3.22 CHF 100'000 100'000 36'509 36'509 118'889 CHF 119'407 CHF 95.45% 99.34%
11.11.2024 0.52% 3.32 CHF 3.33 CHF 100'000 100'000 37'891 37'891 128'759 CHF 129'306 CHF 99.32% 99.32%
08.11.2024 0.51% 3.43 CHF 3.44 CHF 100'000 100'000 37'726 37'726 132'589 CHF 133'136 CHF 99.24% 99.24%
07.11.2024 1.02% 3.68 CHF 3.69 CHF 100'000 100'000 35'258 35'258 119'944 CHF 120'701 CHF 96.08% 96.08%

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