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 0.37% 2.61 CHF 2.62 CHF 25'000 25'000 25'000 25'000 67'557 CHF 67'807 CHF 99.60% 99.60%
19.11.2024 0.38% 2.67 CHF 2.68 CHF 25'000 25'000 25'000 25'000 65'352 CHF 65'602 CHF 99.49% 99.49%
18.11.2024 0.35% 2.84 CHF 2.85 CHF 25'000 25'000 25'000 25'000 70'707 CHF 70'957 CHF 99.57% 99.57%
15.11.2024 0.35% 2.84 CHF 2.85 CHF 30'000 30'000 30'000 30'000 85'192 CHF 85'492 CHF 98.96% 98.96%
14.11.2024 0.38% 2.67 CHF 2.68 CHF 30'000 30'000 30'000 30'000 79'204 CHF 79'504 CHF 99.48% 99.48%
13.11.2024 0.37% 2.61 CHF 2.62 CHF 30'000 30'000 30'000 30'000 80'690 CHF 80'990 CHF 99.51% 99.51%
12.11.2024 0.35% 2.64 CHF 2.65 CHF 25'000 25'000 25'000 25'000 70'679 CHF 70'929 CHF 99.57% 99.57%
11.11.2024 0.30% 3.18 CHF 3.19 CHF 25'000 25'000 25'000 25'000 82'211 CHF 82'461 CHF 99.57% 99.57%
08.11.2024 0.32% 3.01 CHF 3.02 CHF 20'000 20'000 20'000 20'000 62'370 CHF 62'570 CHF 99.16% 99.19%
07.11.2024 0.27% 3.79 CHF 3.80 CHF 25'000 25'000 25'000 25'000 91'233 CHF 91'483 CHF 99.55% 99.55%

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