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 0.46% 2.12 CHF 2.13 CHF 25'000 25'000 25'000 25'000 53'893 CHF 54'143 CHF 99.37% 99.37%
19.11.2024 0.48% 2.12 CHF 2.13 CHF 25'000 25'000 25'000 25'000 51'653 CHF 51'903 CHF 99.24% 99.24%
18.11.2024 0.45% 2.15 CHF 2.16 CHF 25'000 25'000 25'000 25'000 55'577 CHF 55'827 CHF 99.26% 99.26%
15.11.2024 0.45% 2.26 CHF 2.27 CHF 25'000 25'000 25'000 25'000 55'678 CHF 55'928 CHF 99.39% 99.39%
14.11.2024 0.46% 2.20 CHF 2.21 CHF 25'000 25'000 25'000 25'000 54'405 CHF 54'655 CHF 99.35% 99.35%
13.11.2024 0.48% 2.16 CHF 2.17 CHF 25'000 25'000 29'362 29'362 60'538 CHF 60'832 CHF 99.37% 99.37%
12.11.2024 0.60% 1.53 CHF 1.54 CHF 50'000 50'000 50'000 50'000 83'416 CHF 83'916 CHF 99.03% 99.03%
11.11.2024 0.60% 1.68 CHF 1.69 CHF 50'000 50'000 50'000 50'000 83'541 CHF 84'041 CHF 99.22% 99.22%
08.11.2024 0.66% 1.56 CHF 1.57 CHF 50'000 50'000 50'000 50'000 75'781 CHF 76'281 CHF 99.38% 99.38%
07.11.2024 0.69% 1.50 CHF 1.51 CHF 50'000 50'000 50'000 50'000 72'652 CHF 73'152 CHF 99.26% 99.26%

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