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 0.80% 2.25 CHF 2.26 CHF 58'000 58'000 26'198 26'198 58'750 CHF 59'149 CHF 99.07% 99.07%
19.11.2024 0.81% 2.24 CHF 2.25 CHF 58'000 58'000 26'258 26'258 58'717 CHF 59'117 CHF 100.00% 100.00%
18.11.2024 0.77% 2.31 CHF 2.32 CHF 57'000 57'000 25'889 25'889 60'224 CHF 60'618 CHF 99.87% 99.87%
15.11.2024 0.79% 2.34 CHF 2.35 CHF 57'000 57'000 26'025 26'025 59'796 CHF 60'194 CHF 99.72% 99.72%
14.11.2024 0.76% 2.36 CHF 2.37 CHF 57'000 57'000 25'378 25'378 60'546 CHF 60'929 CHF 98.48% 98.48%
13.11.2024 0.77% 2.41 CHF 2.42 CHF 56'000 56'000 25'778 25'778 60'885 CHF 61'278 CHF 100.00% 100.00%
12.11.2024 0.75% 2.35 CHF 2.36 CHF 57'000 57'000 25'590 25'590 61'162 CHF 61'549 CHF 99.88% 99.88%
11.11.2024 0.77% 2.40 CHF 2.41 CHF 57'000 57'000 25'421 25'421 60'714 CHF 61'104 CHF 99.76% 99.76%
08.11.2024 0.80% 2.32 CHF 2.33 CHF 58'000 58'000 26'551 26'551 59'760 CHF 60'162 CHF 98.52% 98.52%
07.11.2024 0.77% 2.25 CHF 2.26 CHF 59'000 59'000 26'260 26'260 60'810 CHF 61'209 CHF 100.00% 100.00%

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