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 0.59% 2.96 CHF 2.97 CHF 50'000 50'000 30'091 30'091 90'666 CHF 91'159 CHF 93.94% 93.94%
19.11.2024 0.57% 3.16 CHF 3.17 CHF 50'000 50'000 29'798 29'798 93'971 CHF 94'461 CHF 99.67% 99.67%
18.11.2024 0.58% 3.18 CHF 3.19 CHF 50'000 50'000 32'119 32'119 99'094 CHF 99'593 CHF 67.17% 67.17%
15.11.2024 0.68% 2.91 CHF 2.92 CHF 50'000 50'000 29'796 29'796 81'113 CHF 81'608 CHF 99.67% 99.67%
14.11.2024 0.79% 2.48 CHF 2.49 CHF 50'000 50'000 33'684 27'875 80'799 CHF 67'538 CHF 91.57% 91.57%
13.11.2024 0.79% 2.29 CHF 2.30 CHF 50'000 50'000 34'373 29'229 79'096 CHF 67'690 CHF 97.12% 97.12%
12.11.2024 0.80% 2.34 CHF 2.35 CHF 50'000 50'000 34'850 29'254 78'817 CHF 66'811 CHF 87.57% 87.57%
11.11.2024 0.84% 2.13 CHF 2.14 CHF 50'000 50'000 34'356 28'845 75'217 CHF 63'579 CHF 97.49% 97.49%
08.11.2024 0.76% 2.23 CHF 2.24 CHF 50'000 50'000 34'332 29'886 82'048 CHF 71'724 CHF 98.64% 98.64%
07.11.2024 0.70% 2.53 CHF 2.54 CHF 50'000 50'000 29'934 29'934 78'520 CHF 79'023 CHF 97.63% 97.63%

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