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 0.36% 2.64 CHF 2.65 CHF 26'200 26'200 26'092 26'092 72'210 CHF 72'471 CHF 100.00% 100.00%
19.11.2024 0.40% 2.51 CHF 2.52 CHF 24'400 24'400 24'309 24'309 60'829 CHF 61'072 CHF 100.00% 100.00%
18.11.2024 0.38% 2.77 CHF 2.78 CHF 24'500 24'500 24'399 24'399 64'569 CHF 64'813 CHF 100.00% 100.00%
15.11.2024 0.32% 2.82 CHF 2.83 CHF 22'000 22'000 21'619 21'619 66'534 CHF 66'751 CHF 100.00% 100.00%
14.11.2024 0.32% 3.21 CHF 3.22 CHF 21'900 21'900 22'290 22'290 69'665 CHF 69'888 CHF 100.00% 100.00%
13.11.2024 0.33% 3.02 CHF 3.03 CHF 22'300 22'300 21'882 21'882 67'194 CHF 67'413 CHF 99.79% 99.79%
12.11.2024 0.60% 2.99 CHF 3.01 CHF 18'200 18'200 17'469 17'469 57'870 CHF 58'220 CHF 99.85% 99.85%
11.11.2024 0.50% 4.01 CHF 4.03 CHF 19'800 19'800 19'718 19'718 78'665 CHF 79'059 CHF 99.67% 99.67%
08.11.2024 0.58% 3.21 CHF 3.23 CHF 17'300 17'300 17'230 17'230 59'649 CHF 59'994 CHF 99.48% 99.48%
07.11.2024 0.27% 3.93 CHF 3.94 CHF 22'600 22'600 22'527 22'527 84'965 CHF 85'190 CHF 99.39% 99.39%

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