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 0.29% 3.51 CHF 3.52 CHF 285'900 285'900 287'876 287'876 979'032 CHF 981'911 CHF 99.42% 99.42%
19.11.2024 0.30% 3.27 CHF 3.28 CHF 289'300 289'300 284'967 284'967 948'774 CHF 951'624 CHF 100.00% 100.00%
18.11.2024 0.29% 3.34 CHF 3.35 CHF 282'100 282'100 287'185 287'185 974'617 CHF 977'489 CHF 98.75% 98.75%
15.11.2024 0.30% 3.43 CHF 3.44 CHF 290'700 290'700 284'120 284'120 959'044 CHF 961'885 CHF 98.67% 98.67%
14.11.2024 0.29% 3.35 CHF 3.36 CHF 279'900 279'900 296'045 296'045 1'025'390 CHF 1'028'350 CHF 100.00% 100.00%
13.11.2024 0.31% 3.33 CHF 3.34 CHF 306'900 306'900 304'859 304'859 976'739 CHF 979'787 CHF 100.00% 100.00%
12.11.2024 0.31% 3.21 CHF 3.22 CHF 303'500 303'500 309'812 309'812 986'498 CHF 989'596 CHF 99.78% 99.78%
11.11.2024 0.33% 3.09 CHF 3.10 CHF 314'000 314'000 337'532 337'532 1'030'070 CHF 1'033'440 CHF 99.72% 99.72%
08.11.2024 0.36% 2.85 CHF 2.86 CHF 353'000 353'000 353'717 353'717 973'418 CHF 976'955 CHF 99.15% 99.15%
07.11.2024 0.36% 2.68 CHF 2.69 CHF 354'200 354'200 336'894 336'894 923'021 CHF 926'390 CHF 100.00% 100.00%

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