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 1.01% 1.78 CHF 1.79 CHF 58'000 58'000 26'197 26'197 46'505 CHF 46'904 CHF 99.05% 99.05%
19.11.2024 1.02% 1.77 CHF 1.78 CHF 58'000 58'000 26'257 26'257 46'466 CHF 46'866 CHF 100.00% 100.00%
18.11.2024 0.96% 1.84 CHF 1.85 CHF 57'000 57'000 25'888 25'888 48'088 CHF 48'481 CHF 99.87% 99.87%
15.11.2024 0.99% 1.87 CHF 1.88 CHF 57'000 57'000 26'024 26'024 47'586 CHF 47'984 CHF 99.72% 99.72%
14.11.2024 0.94% 1.90 CHF 1.91 CHF 57'000 57'000 25'377 25'377 48'633 CHF 49'016 CHF 98.49% 98.49%
13.11.2024 0.96% 1.95 CHF 1.96 CHF 56'000 56'000 25'777 25'777 48'891 CHF 49'283 CHF 100.00% 100.00%
12.11.2024 0.92% 1.88 CHF 1.89 CHF 57'000 57'000 25'591 25'591 49'258 CHF 49'646 CHF 99.88% 99.88%
11.11.2024 0.96% 1.93 CHF 1.94 CHF 57'000 57'000 25'419 25'419 48'922 CHF 49'312 CHF 99.76% 99.76%
08.11.2024 1.01% 1.86 CHF 1.87 CHF 58'000 58'000 26'552 26'552 47'542 CHF 47'945 CHF 98.52% 98.52%
07.11.2024 0.96% 1.79 CHF 1.80 CHF 59'000 59'000 26'261 26'261 48'709 CHF 49'108 CHF 100.00% 100.00%

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