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 3.64% 0.58 CHF 0.59 CHF 114'000 114'000 49'706 49'706 26'824 CHF 27'585 CHF 99.90% 99.90%
19.11.2024 4.35% 0.39 CHF 0.40 CHF 118'000 118'000 51'739 51'739 20'675 CHF 21'453 CHF 99.85% 99.85%
18.11.2024 3.30% 0.38 CHF 0.39 CHF 118'000 118'000 50'950 50'950 24'101 CHF 24'862 CHF 97.65% 97.65%
15.11.2024 2.10% 0.64 CHF 0.65 CHF 112'000 112'000 47'281 47'281 37'392 CHF 38'099 CHF 99.58% 99.58%
14.11.2024 1.53% 1.07 CHF 1.08 CHF 105'000 105'000 46'839 46'839 52'334 CHF 53'041 CHF 100.00% 100.00%
13.11.2024 1.48% 1.24 CHF 1.25 CHF 103'000 103'000 46'301 46'301 56'871 CHF 57'573 CHF 100.00% 100.00%
12.11.2024 1.40% 1.19 CHF 1.20 CHF 104'000 104'000 46'392 46'392 58'252 CHF 58'955 CHF 99.77% 99.77%
11.11.2024 1.37% 1.39 CHF 1.40 CHF 102'000 102'000 45'816 45'816 61'319 CHF 62'014 CHF 99.90% 99.90%
08.11.2024 2.90% 1.27 CHF 1.28 CHF 104'000 104'000 47'776 47'776 53'392 CHF 54'503 CHF 98.89% 98.89%
07.11.2024 3.57% 0.96 CHF 0.97 CHF 109'000 109'000 49'027 49'027 43'418 CHF 44'564 CHF 99.90% 99.90%

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