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 0.69% 2.54 CHF 2.55 CHF 50'000 50'000 30'091 30'091 78'266 CHF 78'764 CHF 93.94% 93.94%
19.11.2024 0.66% 2.74 CHF 2.75 CHF 50'000 50'000 29'798 29'798 81'711 CHF 82'200 CHF 99.67% 99.67%
18.11.2024 0.68% 2.77 CHF 2.78 CHF 50'000 50'000 32'120 32'120 85'831 CHF 86'333 CHF 67.16% 67.16%
15.11.2024 0.82% 2.49 CHF 2.50 CHF 50'000 50'000 34'261 29'796 78'778 CHF 69'287 CHF 99.67% 99.67%
14.11.2024 0.94% 2.07 CHF 2.08 CHF 50'000 50'000 33'685 27'876 66'861 CHF 55'993 CHF 91.57% 91.57%
13.11.2024 0.95% 1.88 CHF 1.89 CHF 50'000 50'000 34'373 29'230 64'979 CHF 55'683 CHF 97.11% 97.11%
12.11.2024 0.99% 1.93 CHF 1.94 CHF 50'000 50'000 34'850 29'254 64'498 CHF 54'794 CHF 87.57% 87.57%
11.11.2024 1.03% 1.72 CHF 1.73 CHF 50'000 50'000 34'357 28'847 61'139 CHF 51'759 CHF 97.47% 97.47%
08.11.2024 0.91% 1.82 CHF 1.83 CHF 50'000 50'000 34'332 29'886 68'119 CHF 59'597 CHF 98.64% 98.64%
07.11.2024 0.81% 2.13 CHF 2.14 CHF 50'000 50'000 34'376 29'934 76'295 CHF 66'811 CHF 97.63% 97.63%

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