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 0.26% 3.89 CHF 3.90 CHF 87'000 87'000 32'143 32'143 126'423 CHF 126'745 CHF 99.82% 99.82%
19.11.2024 0.26% 3.84 CHF 3.85 CHF 88'000 88'000 32'885 32'885 127'333 CHF 127'663 CHF 100.00% 100.00%
18.11.2024 0.26% 3.92 CHF 3.93 CHF 87'000 87'000 32'866 32'866 126'516 CHF 126'845 CHF 99.85% 99.85%
15.11.2024 0.26% 3.84 CHF 3.85 CHF 87'000 87'000 31'814 31'814 125'951 CHF 126'270 CHF 99.47% 99.47%
14.11.2024 0.24% 4.18 CHF 4.19 CHF 84'000 84'000 30'423 30'423 129'266 CHF 129'571 CHF 99.93% 99.93%
13.11.2024 0.23% 4.20 CHF 4.21 CHF 84'000 84'000 30'775 30'775 133'972 CHF 134'280 CHF 99.84% 99.84%
12.11.2024 0.22% 4.38 CHF 4.39 CHF 83'000 83'000 29'062 29'062 131'418 CHF 131'709 CHF 99.25% 99.25%
11.11.2024 0.20% 4.83 CHF 4.84 CHF 79'000 79'000 29'072 29'072 143'731 CHF 144'022 CHF 99.89% 99.89%
08.11.2024 0.20% 5.21 CHF 5.22 CHF 76'000 76'000 28'292 28'292 145'767 CHF 146'051 CHF 100.00% 100.00%
07.11.2024 0.20% 5.19 CHF 5.20 CHF 76'000 76'000 28'436 28'436 147'869 CHF 148'154 CHF 99.76% 99.76%

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