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 0.76% 2.55 CHF 2.56 CHF 76'000 76'000 50'568 50'568 128'165 CHF 129'058 CHF 100.00% 100.00%
19.11.2024 0.77% 2.53 CHF 2.54 CHF 76'000 76'000 49'903 49'903 124'158 CHF 125'037 CHF 98.98% 98.98%
18.11.2024 0.77% 2.52 CHF 2.53 CHF 75'000 75'000 49'987 49'987 125'396 CHF 126'281 CHF 100.00% 100.00%
15.11.2024 0.79% 2.53 CHF 2.54 CHF 75'000 75'000 49'035 49'035 122'105 CHF 123'002 CHF 71.52% 71.52%
14.11.2024 0.78% 2.44 CHF 2.45 CHF 72'000 72'000 48'392 48'392 118'512 CHF 119'368 CHF 100.00% 100.00%
13.11.2024 0.76% 2.51 CHF 2.52 CHF 75'000 75'000 50'934 50'934 128'826 CHF 129'728 CHF 99.89% 99.89%
12.11.2024 0.77% 2.55 CHF 2.56 CHF 77'000 77'000 50'036 50'036 124'460 CHF 125'343 CHF 99.96% 99.96%
11.11.2024 0.81% 2.44 CHF 2.45 CHF 74'000 74'000 47'804 47'804 113'142 CHF 113'986 CHF 99.82% 99.82%
08.11.2024 0.83% 2.31 CHF 2.32 CHF 71'000 71'000 47'762 47'762 111'080 CHF 111'925 CHF 99.79% 99.79%
07.11.2024 0.80% 2.34 CHF 2.35 CHF 72'000 72'000 49'215 49'215 117'730 CHF 118'603 CHF 99.99% 99.99%

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