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 0.49% 2.09 CHF 2.10 CHF 50'000 50'000 50'000 50'000 102'595 CHF 103'095 CHF 99.50% 99.50%
19.11.2024 0.49% 2.04 CHF 2.05 CHF 50'000 50'000 50'000 50'000 100'787 CHF 101'287 CHF 96.94% 96.94%
18.11.2024 0.51% 2.03 CHF 2.04 CHF 50'000 50'000 50'000 50'000 97'344 CHF 97'844 CHF 99.33% 99.33%
15.11.2024 0.52% 1.94 CHF 1.95 CHF 50'000 50'000 50'000 50'000 96'786 CHF 97'286 CHF 99.38% 99.38%
14.11.2024 0.52% 1.94 CHF 1.95 CHF 50'000 50'000 50'000 50'000 96'798 CHF 97'298 CHF 99.29% 99.29%
13.11.2024 0.52% 1.92 CHF 1.93 CHF 50'000 50'000 44'674 44'674 85'518 CHF 85'965 CHF 99.22% 99.22%
12.11.2024 0.52% 1.92 CHF 1.93 CHF 25'000 25'000 25'000 25'000 48'094 CHF 48'344 CHF 99.02% 99.02%
11.11.2024 0.52% 1.91 CHF 1.92 CHF 25'000 25'000 25'000 25'000 48'134 CHF 48'384 CHF 99.37% 99.37%
08.11.2024 0.52% 1.92 CHF 1.93 CHF 25'000 25'000 25'000 25'000 48'251 CHF 48'501 CHF 99.42% 99.42%
07.11.2024 0.52% 1.92 CHF 1.93 CHF 25'000 25'000 25'000 25'000 48'232 CHF 48'482 CHF 99.34% 99.34%

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