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 0.54% 1.87 CHF 1.88 CHF 102'000 102'000 40'242 40'242 76'038 CHF 76'443 CHF 99.75% 99.75%
19.11.2024 0.58% 1.85 CHF 1.86 CHF 104'000 104'000 41'865 41'865 74'051 CHF 74'471 CHF 99.97% 99.97%
18.11.2024 0.60% 1.78 CHF 1.79 CHF 104'000 104'000 40'615 40'615 69'341 CHF 69'748 CHF 99.89% 99.89%
15.11.2024 0.52% 1.76 CHF 1.77 CHF 104'000 104'000 40'306 40'306 75'847 CHF 76'251 CHF 99.22% 99.22%
14.11.2024 0.48% 2.10 CHF 2.11 CHF 98'000 98'000 38'901 38'901 81'861 CHF 82'250 CHF 100.00% 100.00%
13.11.2024 0.47% 2.05 CHF 2.06 CHF 100'000 100'000 39'019 39'019 83'826 CHF 84'217 CHF 100.00% 100.00%
12.11.2024 0.60% 2.23 CHF 2.24 CHF 98'000 98'000 36'005 36'005 81'955 CHF 82'323 CHF 95.89% 99.82%
11.11.2024 0.41% 2.35 CHF 2.36 CHF 96'000 96'000 36'713 36'713 88'919 CHF 89'287 CHF 99.59% 99.59%
08.11.2024 0.39% 2.47 CHF 2.48 CHF 94'000 94'000 36'250 36'250 92'416 CHF 92'779 CHF 100.00% 100.00%
07.11.2024 0.85% 2.72 CHF 2.73 CHF 90'000 90'000 28'564 28'564 71'388 CHF 71'760 CHF 98.05% 98.05%

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