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 0.73% 2.51 CHF 2.52 CHF 114'000 114'000 49'667 49'667 126'714 CHF 127'475 CHF 99.89% 99.89%
19.11.2024 0.66% 2.71 CHF 2.72 CHF 118'000 118'000 51'725 51'725 139'976 CHF 140'754 CHF 99.86% 99.86%
18.11.2024 0.70% 2.73 CHF 2.74 CHF 118'000 118'000 50'949 50'949 134'303 CHF 135'063 CHF 97.65% 97.65%
15.11.2024 0.81% 2.46 CHF 2.47 CHF 112'000 112'000 47'280 47'280 108'854 CHF 109'561 CHF 99.58% 99.58%
14.11.2024 0.93% 2.03 CHF 2.04 CHF 105'000 105'000 46'860 46'860 92'907 CHF 93'614 CHF 100.00% 100.00%
13.11.2024 0.96% 1.84 CHF 1.85 CHF 103'000 103'000 46'301 46'301 85'866 CHF 86'567 CHF 100.00% 100.00%
12.11.2024 0.99% 1.89 CHF 1.90 CHF 104'000 104'000 46'386 46'386 84'619 CHF 85'321 CHF 99.80% 99.80%
11.11.2024 1.02% 1.68 CHF 1.69 CHF 102'000 102'000 45'811 45'811 79'513 CHF 80'207 CHF 99.89% 99.89%
08.11.2024 1.56% 1.79 CHF 1.80 CHF 104'000 104'000 47'767 47'767 91'988 CHF 93'099 CHF 98.93% 98.93%
07.11.2024 1.41% 2.09 CHF 2.10 CHF 109'000 109'000 49'026 49'026 106'038 CHF 107'183 CHF 99.90% 99.90%

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