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 0.51% 1.84 CHF 1.85 CHF 45'000 45'000 45'000 45'000 87'871 CHF 88'321 CHF 99.58% 99.58%
19.11.2024 0.52% 1.91 CHF 1.92 CHF 35'000 35'000 35'000 35'000 67'347 CHF 67'697 CHF 99.02% 99.02%
18.11.2024 0.39% 2.43 CHF 2.44 CHF 35'000 35'000 35'000 35'000 89'393 CHF 89'743 CHF 99.51% 99.51%
15.11.2024 0.36% 2.76 CHF 2.77 CHF 30'000 30'000 30'000 30'000 83'494 CHF 83'794 CHF 98.96% 98.96%
14.11.2024 0.33% 2.83 CHF 2.84 CHF 40'000 40'000 40'000 40'000 120'924 CHF 121'324 CHF 98.90% 98.96%
13.11.2024 0.47% 2.13 CHF 2.14 CHF 40'000 40'000 40'000 40'000 84'973 CHF 85'373 CHF 99.53% 99.53%
12.11.2024 0.41% 2.07 CHF 2.08 CHF 30'000 30'000 30'000 30'000 73'875 CHF 74'175 CHF 98.95% 98.95%
11.11.2024 0.35% 2.84 CHF 2.85 CHF 35'000 35'000 35'000 35'000 100'268 CHF 100'618 CHF 99.47% 99.47%
08.11.2024 0.37% 2.59 CHF 2.60 CHF 30'000 30'000 30'000 30'000 81'771 CHF 82'071 CHF 99.49% 99.49%
07.11.2024 0.34% 3.10 CHF 3.11 CHF 35'000 35'000 35'000 35'000 101'807 CHF 102'157 CHF 99.50% 99.50%

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