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 0.54% 3.49 CHF 3.50 CHF 15'900 15'900 8'750 8'750 29'404 CHF 29'545 CHF 99.90% 99.90%
19.11.2024 0.56% 3.27 CHF 3.28 CHF 17'300 17'300 9'518 9'518 30'757 CHF 30'909 CHF 98.91% 98.91%
18.11.2024 0.62% 2.99 CHF 3.00 CHF 18'900 18'900 10'389 10'389 30'386 CHF 30'553 CHF 99.58% 99.58%
15.11.2024 0.63% 2.77 CHF 2.78 CHF 18'200 18'200 9'975 9'975 28'198 CHF 28'359 CHF 99.91% 99.91%
14.11.2024 0.68% 2.88 CHF 2.89 CHF 18'400 18'400 10'255 10'255 27'773 CHF 27'937 CHF 98.85% 98.85%
13.11.2024 0.60% 2.81 CHF 2.82 CHF 17'600 17'600 9'695 9'695 28'556 CHF 28'712 CHF 100.00% 100.00%
12.11.2024 0.61% 2.98 CHF 2.99 CHF 16'400 16'400 8'416 8'416 24'971 CHF 25'104 CHF 100.00% 100.00%
11.11.2024 0.63% 3.20 CHF 3.21 CHF 13'600 13'600 7'442 7'442 26'425 CHF 26'573 CHF 99.93% 99.93%
08.11.2024 0.83% 3.94 CHF 3.95 CHF 13'400 13'400 5'061 5'061 19'866 CHF 19'950 CHF 100.00% 100.00%
07.11.2024 0.80% 4.08 CHF 4.09 CHF 12'500 12'500 5'955 5'955 23'612 CHF 23'749 CHF 98.68% 98.68%

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