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 2.00% 0.81 CHF 0.82 CHF 53'300 53'300 23'546 23'546 18'506 CHF 18'812 CHF 99.37% 99.37%
19.11.2024 1.92% 0.81 CHF 0.82 CHF 48'900 48'900 21'698 21'698 17'549 CHF 17'832 CHF 99.98% 99.98%
18.11.2024 2.05% 0.96 CHF 0.97 CHF 32'300 32'300 13'732 13'732 14'692 CHF 14'938 CHF 99.79% 99.79%
15.11.2024 1.84% 1.27 CHF 1.28 CHF 32'000 32'000 14'448 14'448 18'369 CHF 18'629 CHF 99.90% 99.90%
14.11.2024 1.61% 1.19 CHF 1.20 CHF 36'600 36'600 16'199 16'199 18'566 CHF 18'809 CHF 98.55% 98.55%
13.11.2024 1.69% 0.94 CHF 0.95 CHF 37'600 37'600 17'113 17'113 17'358 CHF 17'618 CHF 100.00% 100.00%
12.11.2024 1.80% 1.13 CHF 1.14 CHF 30'800 30'800 13'866 13'866 16'906 CHF 17'161 CHF 98.79% 98.79%
11.11.2024 1.67% 1.36 CHF 1.37 CHF 15'300 15'300 7'111 7'111 13'598 CHF 13'788 CHF 99.24% 99.24%
08.11.2024 2.38% 2.69 CHF 2.70 CHF 18'400 18'400 5'995 5'995 16'271 CHF 16'452 CHF 96.65% 96.65%
07.11.2024 - 2.11 CHF - CHF 19'500 0 0 0 0 CHF 0 CHF 0.00% 99.43%

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