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 0.84% 2.15 CHF 2.16 CHF 58'000 58'000 26'196 26'196 56'138 CHF 56'538 CHF 99.05% 99.05%
19.11.2024 0.84% 2.14 CHF 2.15 CHF 58'000 58'000 26'258 26'258 56'108 CHF 56'507 CHF 100.00% 100.00%
18.11.2024 0.80% 2.21 CHF 2.22 CHF 57'000 57'000 25'887 25'887 57'638 CHF 58'031 CHF 99.87% 99.87%
15.11.2024 0.82% 2.24 CHF 2.25 CHF 57'000 57'000 26'024 26'024 57'194 CHF 57'592 CHF 99.72% 99.72%
14.11.2024 0.79% 2.26 CHF 2.27 CHF 57'000 57'000 25'378 25'378 58'011 CHF 58'394 CHF 98.44% 98.44%
13.11.2024 0.80% 2.31 CHF 2.32 CHF 56'000 56'000 25'776 25'776 58'314 CHF 58'706 CHF 100.00% 100.00%
12.11.2024 0.78% 2.25 CHF 2.26 CHF 57'000 57'000 25'584 25'584 58'614 CHF 59'002 CHF 99.88% 99.88%
11.11.2024 0.81% 2.30 CHF 2.31 CHF 57'000 57'000 25'419 25'419 58'197 CHF 58'586 CHF 99.76% 99.76%
08.11.2024 0.84% 2.23 CHF 2.24 CHF 58'000 58'000 26'551 26'551 57'157 CHF 57'559 CHF 98.52% 98.52%
07.11.2024 0.80% 2.15 CHF 2.16 CHF 59'000 59'000 26'262 26'262 58'252 CHF 58'651 CHF 100.00% 100.00%

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