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 0.75% 36.84 CHF 37.11 CHF 5'428 4'953 5'144 5'309 190'587 CHF 198'217 CHF 99.92% 99.92%
19.11.2024 0.73% 36.79 CHF 37.06 CHF 5'336 5'346 5'421 5'035 199'272 CHF 186'436 CHF 99.88% 99.88%
18.11.2024 0.75% 37.04 CHF 37.32 CHF 5'246 5'209 5'335 5'327 197'364 CHF 198'572 CHF 99.94% 99.94%
15.11.2024 0.75% 36.99 CHF 37.27 CHF 5'004 5'192 5'136 5'290 191'328 CHF 198'543 CHF 99.95% 99.95%
14.11.2024 0.74% 37.62 CHF 37.90 CHF 5'316 5'206 5'301 5'226 199'473 CHF 198'122 CHF 99.88% 99.88%
13.11.2024 0.75% 37.23 CHF 37.51 CHF 5'372 5'292 5'368 4'982 199'982 CHF 186'993 CHF 99.83% 99.83%
12.11.2024 0.75% 37.23 CHF 37.51 CHF 5'210 5'110 5'286 5'131 196'770 CHF 192'450 CHF 99.92% 99.92%
11.11.2024 0.75% 37.26 CHF 37.54 CHF 5'366 5'180 5'351 5'164 198'652 CHF 193'150 CHF 99.93% 99.93%
08.11.2024 0.73% 36.86 CHF 37.13 CHF 5'382 5'296 5'437 5'343 199'649 CHF 197'635 CHF 99.90% 99.90%
07.11.2024 0.75% 36.74 CHF 37.01 CHF 5'443 5'403 5'407 5'161 199'968 CHF 192'286 CHF 99.86% 99.86%

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