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 0.77% 2.35 CHF 2.36 CHF 58'000 58'000 26'196 26'196 61'301 CHF 61'701 CHF 99.05% 99.05%
19.11.2024 0.77% 2.33 CHF 2.34 CHF 58'000 58'000 26'258 26'258 61'263 CHF 61'662 CHF 100.00% 100.00%
18.11.2024 0.74% 2.40 CHF 2.41 CHF 57'000 57'000 25'887 25'887 62'736 CHF 63'130 CHF 99.87% 99.87%
15.11.2024 0.75% 2.44 CHF 2.45 CHF 57'000 57'000 26'024 26'024 62'334 CHF 62'732 CHF 99.72% 99.72%
14.11.2024 0.73% 2.46 CHF 2.47 CHF 57'000 57'000 25'347 25'347 62'943 CHF 63'326 CHF 98.56% 98.56%
13.11.2024 0.74% 2.51 CHF 2.52 CHF 56'000 56'000 25'778 25'778 63'396 CHF 63'789 CHF 100.00% 100.00%
12.11.2024 0.72% 2.44 CHF 2.45 CHF 57'000 57'000 25'591 25'591 63'639 CHF 64'027 CHF 99.88% 99.88%
11.11.2024 0.74% 2.49 CHF 2.50 CHF 57'000 57'000 25'421 25'421 63'180 CHF 63'569 CHF 99.76% 99.76%
08.11.2024 0.77% 2.42 CHF 2.43 CHF 58'000 58'000 26'551 26'551 62'299 CHF 62'701 CHF 98.52% 98.52%
07.11.2024 0.74% 2.34 CHF 2.35 CHF 59'000 59'000 26'260 26'260 63'330 CHF 63'729 CHF 100.00% 100.00%

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