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 0.13% 38.70 CHF 38.75 CHF 4'100 4'100 3'922 3'922 155'109 CHF 155'305 CHF 99.43% 99.43%
19.11.2024 0.13% 38.50 CHF 38.55 CHF 4'000 4'000 3'955 3'955 152'975 CHF 153'173 CHF 100.00% 100.00%
18.11.2024 0.12% 40.50 CHF 40.55 CHF 3'800 3'800 3'784 3'784 151'747 CHF 151'936 CHF 99.88% 99.88%
15.11.2024 0.12% 40.10 CHF 40.15 CHF 3'900 3'900 3'884 3'884 155'526 CHF 155'721 CHF 99.90% 99.90%
14.11.2024 0.13% 39.75 CHF 39.80 CHF 3'900 3'900 3'967 3'967 154'937 CHF 155'135 CHF 98.52% 98.52%
13.11.2024 0.13% 38.55 CHF 38.60 CHF 4'200 4'200 4'025 4'025 159'315 CHF 159'517 CHF 100.00% 100.00%
12.11.2024 0.13% 37.95 CHF 38.00 CHF 3'900 3'900 3'720 3'720 147'204 CHF 147'390 CHF 99.88% 99.88%
11.11.2024 0.12% 41.75 CHF 41.80 CHF 3'800 3'800 3'784 3'784 159'242 CHF 159'431 CHF 100.00% 100.00%
08.11.2024 0.12% 40.50 CHF 40.55 CHF 3'700 3'700 3'685 3'685 151'012 CHF 151'196 CHF 99.05% 99.05%
07.11.2024 0.12% 42.25 CHF 42.30 CHF 3'700 3'700 3'685 3'685 156'090 CHF 156'275 CHF 100.00% 100.00%

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