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 0.67% 2.79 CHF 2.80 CHF 74'300 74'300 27'190 27'190 74'128 CHF 74'510 CHF 99.83% 99.83%
19.11.2024 0.65% 2.82 CHF 2.83 CHF 74'300 74'300 27'270 27'270 75'876 CHF 76'260 CHF 100.00% 100.00%
18.11.2024 0.63% 2.75 CHF 2.76 CHF 69'200 69'200 25'673 25'673 73'220 CHF 73'582 CHF 99.91% 99.91%
15.11.2024 0.38% 2.88 CHF 2.89 CHF 80'400 80'400 28'955 28'955 79'495 CHF 79'785 CHF 99.47% 99.47%
14.11.2024 0.42% 2.49 CHF 2.50 CHF 79'600 79'600 28'655 28'655 69'036 CHF 69'323 CHF 100.00% 100.00%
13.11.2024 0.46% 2.45 CHF 2.46 CHF 96'300 96'300 34'739 34'739 79'687 CHF 80'035 CHF 100.00% 100.00%
12.11.2024 0.50% 2.24 CHF 2.25 CHF 116'000 116'000 40'540 40'540 86'330 CHF 86'736 CHF 99.47% 99.47%
11.11.2024 0.59% 1.88 CHF 1.89 CHF 127'100 127'100 46'059 46'059 82'853 CHF 83'314 CHF 99.90% 99.90%
08.11.2024 0.63% 1.59 CHF 1.60 CHF 130'600 130'600 47'825 47'825 77'450 CHF 77'929 CHF 100.00% 100.00%
07.11.2024 0.64% 1.60 CHF 1.61 CHF 121'600 121'600 45'020 45'020 71'817 CHF 72'269 CHF 99.76% 99.76%

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