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 0.57% 1.78 CHF 1.79 CHF 102'000 102'000 40'241 40'241 72'294 CHF 72'699 CHF 99.75% 99.75%
19.11.2024 0.62% 1.76 CHF 1.77 CHF 104'000 104'000 41'861 41'861 70'134 CHF 70'553 CHF 99.97% 99.97%
18.11.2024 0.63% 1.69 CHF 1.70 CHF 104'000 104'000 40'614 40'614 65'532 CHF 65'939 CHF 99.88% 99.88%
15.11.2024 0.55% 1.67 CHF 1.68 CHF 104'000 104'000 40'306 40'306 72'103 CHF 72'507 CHF 99.22% 99.22%
14.11.2024 0.51% 2.01 CHF 2.02 CHF 98'000 98'000 38'909 38'909 78'234 CHF 78'624 CHF 100.00% 100.00%
13.11.2024 0.49% 1.96 CHF 1.97 CHF 100'000 100'000 39'023 39'023 80'212 CHF 80'603 CHF 100.00% 100.00%
12.11.2024 0.63% 2.14 CHF 2.15 CHF 98'000 98'000 36'006 36'006 78'637 CHF 79'004 CHF 95.89% 99.82%
11.11.2024 0.43% 2.25 CHF 2.26 CHF 96'000 96'000 36'713 36'713 85'507 CHF 85'874 CHF 99.59% 99.59%
08.11.2024 0.41% 2.38 CHF 2.39 CHF 94'000 94'000 36'252 36'252 89'093 CHF 89'456 CHF 100.00% 100.00%
07.11.2024 0.89% 2.63 CHF 2.64 CHF 90'000 90'000 28'566 28'566 68'763 CHF 69'135 CHF 98.05% 98.05%

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