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 0.42% 2.31 CHF 2.32 CHF 20'000 20'000 20'000 20'000 47'426 CHF 47'626 CHF 99.56% 99.56%
19.11.2024 0.40% 2.47 CHF 2.48 CHF 15'000 15'000 15'000 15'000 37'831 CHF 37'981 CHF 99.46% 99.51%
18.11.2024 0.38% 2.60 CHF 2.61 CHF 15'000 15'000 15'000 15'000 39'689 CHF 39'839 CHF 99.47% 99.53%
15.11.2024 0.37% 2.67 CHF 2.68 CHF 20'000 20'000 20'000 20'000 53'315 CHF 53'515 CHF 98.89% 98.89%
14.11.2024 0.38% 2.59 CHF 2.60 CHF 15'000 15'000 15'000 15'000 39'554 CHF 39'704 CHF 99.53% 99.53%
13.11.2024 0.36% 2.68 CHF 2.69 CHF 20'000 20'000 20'000 20'000 55'054 CHF 55'254 CHF 99.52% 99.52%
12.11.2024 0.45% 2.15 CHF 2.16 CHF 20'000 20'000 20'000 20'000 44'790 CHF 44'990 CHF 99.51% 99.51%
11.11.2024 0.43% 2.32 CHF 2.33 CHF 20'000 20'000 20'000 20'000 46'674 CHF 46'874 CHF 99.50% 99.50%
08.11.2024 0.46% 2.18 CHF 2.19 CHF 20'000 20'000 20'000 20'000 43'740 CHF 43'940 CHF 99.50% 99.50%
07.11.2024 0.46% 2.20 CHF 2.21 CHF 25'000 25'000 25'000 25'000 54'467 CHF 54'717 CHF 99.00% 99.00%

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