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 2.43% 0.73 CHF 0.74 CHF 58'000 58'000 26'297 26'297 19'219 CHF 19'619 CHF 99.37% 99.37%
19.11.2024 2.44% 0.73 CHF 0.74 CHF 58'000 58'000 26'256 26'256 19'134 CHF 19'534 CHF 100.00% 100.00%
18.11.2024 2.16% 0.79 CHF 0.80 CHF 57'000 57'000 25'888 25'888 21'020 CHF 21'413 CHF 99.87% 99.87%
15.11.2024 2.31% 0.82 CHF 0.83 CHF 57'000 57'000 26'024 26'024 20'343 CHF 20'741 CHF 99.72% 99.72%
14.11.2024 2.06% 0.85 CHF 0.86 CHF 57'000 57'000 25'345 25'345 22'036 CHF 22'419 CHF 98.61% 98.61%
13.11.2024 2.13% 0.91 CHF 0.92 CHF 56'000 56'000 25'776 25'776 22'067 CHF 22'459 CHF 100.00% 100.00%
12.11.2024 1.98% 0.84 CHF 0.85 CHF 57'000 57'000 25'590 25'590 22'679 CHF 23'067 CHF 99.88% 99.88%
11.11.2024 2.10% 0.90 CHF 0.91 CHF 57'000 57'000 25'419 25'419 22'585 CHF 22'974 CHF 99.76% 99.76%
08.11.2024 2.37% 0.83 CHF 0.84 CHF 58'000 58'000 26'550 26'550 20'269 CHF 20'671 CHF 98.52% 98.52%
07.11.2024 2.10% 0.76 CHF 0.77 CHF 59'000 59'000 26'260 26'260 21'718 CHF 22'117 CHF 100.00% 100.00%

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