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 1.15% 3.42 CHF 3.43 CHF 25'400 25'400 10'363 10'363 36'009 CHF 36'306 CHF 99.89% 99.89%
19.11.2024 1.13% 3.52 CHF 3.53 CHF 20'700 20'700 8'197 8'197 32'946 CHF 33'212 CHF 99.95% 99.95%
18.11.2024 1.22% 3.89 CHF 3.90 CHF 23'500 23'500 8'875 8'875 36'616 CHF 36'903 CHF 98.93% 99.89%
15.11.2024 1.21% 3.96 CHF 3.97 CHF 18'900 18'900 7'520 7'520 33'643 CHF 33'927 CHF 99.99% 99.99%
14.11.2024 1.08% 5.61 CHF 5.62 CHF 18'800 18'800 7'615 7'615 41'213 CHF 41'499 CHF 99.76% 99.76%
13.11.2024 1.32% 4.22 CHF 4.23 CHF 23'600 23'600 9'618 9'618 37'834 CHF 38'154 CHF 100.00% 100.00%
12.11.2024 1.27% 3.50 CHF 3.52 CHF 17'500 17'500 6'980 6'980 30'935 CHF 31'237 CHF 99.95% 99.95%
11.11.2024 1.19% 5.51 CHF 5.53 CHF 11'400 11'400 4'364 4'364 32'151 CHF 32'413 CHF 99.36% 99.36%
08.11.2024 1.15% 8.75 CHF 8.77 CHF 10'900 10'900 4'327 4'327 35'513 CHF 35'776 CHF 99.53% 99.53%
07.11.2024 1.13% 7.98 CHF 8.00 CHF 14'300 14'300 5'954 5'954 42'283 CHF 42'592 CHF 99.86% 99.86%

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