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 0.52% 3.46 CHF 3.47 CHF 50'000 50'000 30'091 30'091 105'649 CHF 106'148 CHF 93.95% 93.95%
19.11.2024 0.50% 3.65 CHF 3.66 CHF 50'000 50'000 29'798 29'798 108'744 CHF 109'241 CHF 99.68% 99.68%
18.11.2024 0.51% 3.68 CHF 3.69 CHF 50'000 50'000 32'118 32'118 115'105 CHF 115'610 CHF 67.18% 67.18%
15.11.2024 0.57% 3.41 CHF 3.42 CHF 50'000 50'000 29'796 29'796 96'002 CHF 96'492 CHF 99.68% 99.68%
14.11.2024 0.66% 2.98 CHF 2.99 CHF 50'000 50'000 29'028 27'874 84'309 CHF 81'478 CHF 91.58% 91.58%
13.11.2024 0.62% 2.79 CHF 2.80 CHF 50'000 50'000 30'053 29'229 84'059 CHF 82'199 CHF 97.12% 97.12%
12.11.2024 0.66% 2.84 CHF 2.85 CHF 50'000 50'000 30'459 29'253 84'129 CHF 81'337 CHF 87.57% 87.57%
11.11.2024 0.68% 2.62 CHF 2.63 CHF 50'000 50'000 29'910 28'844 80'210 CHF 77'833 CHF 97.51% 97.51%
08.11.2024 0.63% 2.72 CHF 2.73 CHF 50'000 50'000 29'885 29'885 85'899 CHF 86'395 CHF 98.64% 98.64%
07.11.2024 0.59% 3.02 CHF 3.03 CHF 50'000 50'000 29'934 29'934 93'215 CHF 93'716 CHF 97.63% 97.63%

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