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 1.96% 1.93 CHF 1.94 CHF 30'000 25'000 30'000 12'932 58'984 CHF 25'841 CHF 99.66% 99.66%
19.11.2024 1.97% 1.93 CHF 1.94 CHF 30'000 25'000 30'000 12'932 57'890 CHF 25'334 CHF 99.65% 99.65%
18.11.2024 1.91% 1.97 CHF 1.98 CHF 30'000 25'000 30'000 12'931 58'320 CHF 25'524 CHF 99.68% 99.68%
15.11.2024 1.90% 1.96 CHF 1.98 CHF 30'000 20'000 30'000 11'867 59'262 CHF 23'832 CHF 99.62% 99.62%
14.11.2024 1.72% 2.17 CHF 2.18 CHF 30'000 20'000 30'000 11'865 67'337 CHF 26'955 CHF 99.68% 99.68%
13.11.2024 1.72% 2.35 CHF 2.36 CHF 30'000 20'000 30'000 12'015 66'457 CHF 27'256 CHF 96.35% 96.35%
12.11.2024 1.67% 2.16 CHF 2.17 CHF 30'000 20'000 30'000 11'865 67'625 CHF 27'055 CHF 99.69% 99.69%
11.11.2024 1.67% 2.26 CHF 2.27 CHF 30'000 20'000 30'000 11'882 70'026 CHF 28'076 CHF 98.78% 98.78%
08.11.2024 1.91% 2.23 CHF 2.25 CHF 30'000 20'000 30'000 11'881 60'990 CHF 24'852 CHF 99.69% 99.69%
07.11.2024 1.81% 2.02 CHF 2.04 CHF 30'000 20'000 30'000 11'881 63'220 CHF 25'278 CHF 99.66% 99.66%

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