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 0.54% 2.28 CHF 2.30 CHF 6'000 6'000 6'000 6'000 13'328 CHF 13'399 CHF 99.52% 99.52%
19.11.2024 0.57% 2.15 CHF 2.17 CHF 6'000 6'000 6'000 6'000 13'047 CHF 13'121 CHF 99.05% 99.11%
18.11.2024 0.57% 2.19 CHF 2.20 CHF 6'000 6'000 6'000 6'000 12'836 CHF 12'909 CHF 99.52% 99.57%
15.11.2024 0.63% 2.14 CHF 2.16 CHF 5'000 5'000 5'000 5'000 11'025 CHF 11'094 CHF 99.57% 99.57%
14.11.2024 0.87% 2.37 CHF 2.38 CHF 4'000 4'000 4'000 4'000 9'997 CHF 10'084 CHF 99.52% 99.52%
13.11.2024 0.87% 2.56 CHF 2.59 CHF 4'000 4'000 4'000 4'000 10'255 CHF 10'344 CHF 99.48% 99.48%
12.11.2024 0.86% 2.55 CHF 2.57 CHF 5'000 5'000 5'000 5'000 12'651 CHF 12'760 CHF 99.53% 99.57%
11.11.2024 0.88% 2.57 CHF 2.59 CHF 4'000 4'000 4'000 4'000 10'519 CHF 10'612 CHF 99.57% 99.57%
08.11.2024 0.94% 2.64 CHF 2.66 CHF 4'000 4'000 4'000 4'000 10'567 CHF 10'667 CHF 99.50% 99.55%
07.11.2024 0.92% 2.80 CHF 2.82 CHF 4'000 4'000 4'000 4'000 11'214 CHF 11'317 CHF 99.49% 99.49%

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