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 0.79% 2.48 CHF 2.49 CHF 114'000 114'000 49'704 49'704 120'958 CHF 121'719 CHF 99.90% 99.90%
19.11.2024 0.79% 2.26 CHF 2.27 CHF 118'000 118'000 51'728 51'728 117'213 CHF 117'991 CHF 99.88% 99.88%
18.11.2024 0.73% 2.26 CHF 2.27 CHF 118'000 118'000 50'949 50'949 120'213 CHF 120'974 CHF 97.65% 97.65%
15.11.2024 0.65% 2.55 CHF 2.56 CHF 112'000 112'000 47'280 47'280 128'009 CHF 128'716 CHF 99.58% 99.58%
14.11.2024 0.58% 2.98 CHF 2.99 CHF 105'000 105'000 46'838 46'838 142'095 CHF 142'802 CHF 100.00% 100.00%
13.11.2024 0.58% 3.15 CHF 3.16 CHF 103'000 103'000 46'303 46'303 145'050 CHF 145'752 CHF 100.00% 100.00%
12.11.2024 0.57% 3.09 CHF 3.10 CHF 104'000 104'000 46'386 46'386 146'428 CHF 147'131 CHF 99.80% 99.80%
11.11.2024 0.56% 3.29 CHF 3.30 CHF 102'000 102'000 45'815 45'815 148'178 CHF 148'873 CHF 99.89% 99.89%
08.11.2024 1.05% 3.16 CHF 3.17 CHF 104'000 104'000 47'773 47'773 143'208 CHF 144'319 CHF 98.91% 98.91%
07.11.2024 1.13% 2.84 CHF 2.85 CHF 109'000 109'000 49'026 49'026 135'686 CHF 136'831 CHF 99.90% 99.90%

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