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 2.74% 0.40 CHF 0.43 CHF 17'000 17'000 106'235 106'235 40'471 CHF 41'544 CHF 98.90% 98.90%
19.11.2024 4.25% 0.32 CHF 0.35 CHF 17'000 17'000 109'989 109'989 26'833 CHF 27'944 CHF 98.73% 98.73%
18.11.2024 4.38% 0.21 CHF 0.24 CHF 18'000 18'000 109'138 109'138 26'154 CHF 27'257 CHF 98.94% 98.94%
15.11.2024 3.26% 0.27 CHF 0.30 CHF 17'000 17'000 106'822 106'822 35'241 CHF 36'320 CHF 98.94% 98.94%
14.11.2024 2.06% 0.49 CHF 0.52 CHF 16'000 16'000 103'250 103'250 52'679 CHF 53'722 CHF 98.85% 98.85%
13.11.2024 2.17% 0.53 CHF 0.56 CHF 16'000 16'000 103'244 103'244 49'738 CHF 50'780 CHF 98.87% 98.87%
12.11.2024 2.14% 0.46 CHF 0.49 CHF 16'000 16'000 103'312 103'312 50'752 CHF 51'795 CHF 98.75% 98.75%
11.11.2024 1.83% 0.61 CHF 0.64 CHF 16'000 16'000 101'255 101'255 57'960 CHF 58'983 CHF 98.90% 98.90%
08.11.2024 2.32% 0.47 CHF 0.50 CHF 16'000 16'000 104'245 104'245 47'331 CHF 48'383 CHF 97.78% 97.78%
07.11.2024 2.60% 0.40 CHF 0.43 CHF 17'000 17'000 104'752 104'752 42'860 CHF 43'918 CHF 98.90% 98.90%

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