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 0.50% 2.05 CHF 2.06 CHF 10'400 10'400 10'216 10'216 20'480 CHF 20'582 CHF 100.00% 100.00%
19.11.2024 0.49% 2.08 CHF 2.09 CHF 10'440 10'440 10'316 10'316 21'216 CHF 21'319 CHF 98.80% 98.80%
18.11.2024 0.51% 1.94 CHF 1.95 CHF 10'190 10'190 10'139 10'139 19'954 CHF 20'055 CHF 100.00% 100.00%
15.11.2024 0.51% 1.97 CHF 1.98 CHF 10'240 10'240 10'203 10'203 19'945 CHF 20'047 CHF 72.16% 72.16%
14.11.2024 0.50% 1.98 CHF 1.99 CHF 10'240 10'240 10'228 10'228 20'629 CHF 20'731 CHF 100.00% 100.00%
13.11.2024 0.48% 2.08 CHF 2.09 CHF 10'450 10'450 10'361 10'361 21'658 CHF 21'762 CHF 99.46% 99.46%
12.11.2024 0.50% 2.14 CHF 2.15 CHF 10'570 10'570 10'211 10'211 20'517 CHF 20'619 CHF 100.00% 100.00%
11.11.2024 0.55% 1.86 CHF 1.87 CHF 10'020 10'020 9'861 9'861 17'932 CHF 18'030 CHF 100.00% 100.00%
08.11.2024 0.55% 1.86 CHF 1.87 CHF 10'030 10'030 9'890 9'890 18'193 CHF 18'292 CHF 100.00% 100.00%
07.11.2024 0.59% 1.64 CHF 1.65 CHF 9'640 9'640 9'662 9'662 16'543 CHF 16'640 CHF 100.00% 100.00%

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