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% 2.33 CHF 2.34 CHF 58'000 58'000 26'294 26'294 61'162 CHF 61'562 CHF 99.33% 99.33%
19.11.2024 0.78% 2.32 CHF 2.33 CHF 58'000 58'000 26'257 26'257 60'861 CHF 61'261 CHF 100.00% 100.00%
18.11.2024 0.74% 2.39 CHF 2.40 CHF 57'000 57'000 25'825 25'825 62'192 CHF 62'586 CHF 99.64% 99.64%
15.11.2024 0.76% 2.42 CHF 2.43 CHF 57'000 57'000 26'024 26'024 61'932 CHF 62'329 CHF 99.72% 99.72%
14.11.2024 0.73% 2.45 CHF 2.46 CHF 57'000 57'000 25'350 25'350 62'548 CHF 62'931 CHF 98.50% 98.50%
13.11.2024 0.74% 2.50 CHF 2.51 CHF 56'000 56'000 25'777 25'777 62'970 CHF 63'363 CHF 100.00% 100.00%
12.11.2024 0.72% 2.43 CHF 2.44 CHF 57'000 57'000 25'591 25'591 63'246 CHF 63'633 CHF 99.88% 99.88%
11.11.2024 0.75% 2.48 CHF 2.49 CHF 57'000 57'000 25'462 25'462 62'876 CHF 63'265 CHF 99.90% 99.90%
08.11.2024 0.78% 2.40 CHF 2.41 CHF 58'000 58'000 26'491 26'491 61'765 CHF 62'167 CHF 99.02% 99.02%
07.11.2024 0.74% 2.33 CHF 2.34 CHF 59'000 59'000 26'261 26'261 62'934 CHF 63'333 CHF 100.00% 100.00%

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