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 0.46% 2.20 CHF 2.21 CHF 40'000 40'000 40'000 40'000 86'292 CHF 86'692 CHF 99.39% 99.39%
19.11.2024 0.44% 2.23 CHF 2.24 CHF 40'000 40'000 40'000 40'000 89'991 CHF 90'391 CHF 99.30% 99.30%
18.11.2024 0.44% 2.22 CHF 2.23 CHF 20'000 20'000 20'000 20'000 44'959 CHF 45'159 CHF 99.28% 99.28%
15.11.2024 0.44% 2.25 CHF 2.26 CHF 20'000 20'000 20'000 20'000 45'264 CHF 45'464 CHF 99.38% 99.38%
14.11.2024 0.43% 2.28 CHF 2.29 CHF 20'000 20'000 20'000 20'000 46'737 CHF 46'937 CHF 99.38% 99.38%
13.11.2024 0.42% 2.36 CHF 2.37 CHF 20'000 20'000 20'000 20'000 47'060 CHF 47'260 CHF 99.39% 99.39%
12.11.2024 0.45% 2.36 CHF 2.37 CHF 20'000 20'000 20'000 20'000 44'788 CHF 44'988 CHF 99.10% 99.10%
11.11.2024 0.48% 2.12 CHF 2.13 CHF 20'000 20'000 20'000 20'000 41'712 CHF 41'912 CHF 99.31% 99.31%
08.11.2024 0.44% 2.33 CHF 2.34 CHF 20'000 20'000 20'000 20'000 45'843 CHF 46'043 CHF 99.39% 99.39%
07.11.2024 0.43% 2.25 CHF 2.26 CHF 20'000 20'000 20'000 20'000 46'137 CHF 46'337 CHF 99.25% 99.25%

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