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 0.32% 3.02 CHF 3.03 CHF 205'800 205'800 203'884 203'884 646'255 CHF 648'294 CHF 99.45% 99.45%
19.11.2024 0.31% 3.33 CHF 3.34 CHF 202'700 202'700 206'431 206'431 671'342 CHF 673'406 CHF 100.00% 100.00%
18.11.2024 0.31% 3.26 CHF 3.27 CHF 209'000 209'000 204'033 204'033 653'340 CHF 655'380 CHF 98.78% 98.78%
15.11.2024 0.31% 3.16 CHF 3.17 CHF 200'800 200'800 206'527 206'527 671'071 CHF 673'136 CHF 98.67% 98.67%
14.11.2024 0.32% 3.28 CHF 3.29 CHF 210'200 210'200 194'655 194'655 610'562 CHF 612'508 CHF 100.00% 100.00%
13.11.2024 0.28% 3.31 CHF 3.32 CHF 184'400 184'400 185'901 185'901 653'759 CHF 655'618 CHF 100.00% 100.00%
12.11.2024 0.28% 3.51 CHF 3.52 CHF 186'900 186'900 181'913 181'913 643'899 CHF 645'718 CHF 99.82% 99.82%
11.11.2024 0.27% 3.70 CHF 3.71 CHF 178'600 178'600 161'424 161'424 607'637 CHF 609'251 CHF 99.74% 99.74%
08.11.2024 0.23% 4.19 CHF 4.20 CHF 150'300 150'300 149'882 149'881 660'787 CHF 662'284 CHF 99.16% 99.16%
07.11.2024 0.22% 4.59 CHF 4.60 CHF 149'600 149'600 158'857 158'857 710'450 CHF 712'039 CHF 99.96% 99.96%

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