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 0.68% 1.55 CHF 1.59 CHF 11'800 11'800 76'933 76'933 123'780 CHF 124'560 CHF 98.90% 98.90%
19.11.2024 0.60% 1.68 CHF 1.72 CHF 10'500 10'500 69'440 69'440 127'822 CHF 128'526 CHF 98.74% 98.74%
18.11.2024 0.59% 1.88 CHF 1.92 CHF 11'200 11'200 71'220 71'220 132'140 CHF 132'863 CHF 98.94% 98.94%
15.11.2024 0.61% 1.78 CHF 1.81 CHF 14'100 14'100 89'522 89'522 154'995 CHF 155'899 CHF 98.94% 98.94%
14.11.2024 0.71% 1.49 CHF 1.52 CHF 13'800 13'800 89'223 89'223 132'838 CHF 133'739 CHF 98.85% 98.85%
13.11.2024 0.69% 1.44 CHF 1.47 CHF 13'100 13'100 85'125 85'125 130'120 CHF 130'980 CHF 98.87% 98.87%
12.11.2024 0.70% 1.53 CHF 1.56 CHF 15'300 15'300 99'409 99'409 150'615 CHF 151'619 CHF 98.76% 98.76%
11.11.2024 0.76% 1.36 CHF 1.40 CHF 12'300 12'300 79'725 79'725 114'935 CHF 115'744 CHF 98.90% 98.90%
08.11.2024 0.67% 1.57 CHF 1.61 CHF 11'300 11'300 73'461 73'461 119'158 CHF 119'903 CHF 97.81% 97.81%
07.11.2024 0.62% 1.69 CHF 1.72 CHF 13'000 13'000 83'685 83'685 143'015 CHF 143'860 CHF 98.90% 98.90%

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