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 0.27% 3.77 CHF 3.78 CHF 87'000 87'000 32'146 32'146 122'728 CHF 123'050 CHF 99.83% 99.83%
19.11.2024 0.27% 3.73 CHF 3.74 CHF 88'000 88'000 32'886 32'886 123'544 CHF 123'873 CHF 100.00% 100.00%
18.11.2024 0.27% 3.81 CHF 3.82 CHF 87'000 87'000 32'896 32'896 122'817 CHF 123'147 CHF 99.91% 99.91%
15.11.2024 0.26% 3.73 CHF 3.74 CHF 87'000 87'000 31'816 31'816 122'277 CHF 122'596 CHF 99.47% 99.47%
14.11.2024 0.25% 4.06 CHF 4.07 CHF 84'000 84'000 30'462 30'462 125'972 CHF 126'277 CHF 100.00% 100.00%
13.11.2024 0.24% 4.08 CHF 4.09 CHF 84'000 84'000 30'730 30'730 130'297 CHF 130'605 CHF 100.00% 100.00%
12.11.2024 0.22% 4.26 CHF 4.27 CHF 83'000 83'000 29'155 29'155 128'546 CHF 128'838 CHF 99.42% 99.42%
11.11.2024 0.21% 4.72 CHF 4.73 CHF 79'000 79'000 29'071 29'071 140'501 CHF 140'792 CHF 99.89% 99.89%
08.11.2024 0.20% 5.10 CHF 5.11 CHF 76'000 76'000 28'291 28'291 142'680 CHF 142'963 CHF 100.00% 100.00%
07.11.2024 0.20% 5.08 CHF 5.09 CHF 76'000 76'000 28'436 28'436 144'792 CHF 145'077 CHF 99.76% 99.76%

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