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 0.25% 4.03 CHF 4.04 CHF 87'000 87'000 32'146 32'146 131'128 CHF 131'450 CHF 99.82% 99.82%
19.11.2024 0.25% 3.98 CHF 3.99 CHF 88'000 88'000 32'885 32'885 132'068 CHF 132'398 CHF 100.00% 100.00%
18.11.2024 0.26% 4.07 CHF 4.08 CHF 87'000 87'000 32'895 32'895 131'408 CHF 131'738 CHF 99.91% 99.91%
15.11.2024 0.25% 3.99 CHF 4.00 CHF 87'000 87'000 31'816 31'816 130'618 CHF 130'937 CHF 99.47% 99.47%
14.11.2024 0.23% 4.32 CHF 4.33 CHF 84'000 84'000 30'457 30'457 133'902 CHF 134'207 CHF 100.00% 100.00%
13.11.2024 0.22% 4.34 CHF 4.35 CHF 84'000 84'000 30'731 30'731 138'282 CHF 138'590 CHF 100.00% 100.00%
12.11.2024 0.21% 4.52 CHF 4.53 CHF 83'000 83'000 29'153 29'153 136'120 CHF 136'412 CHF 99.42% 99.42%
11.11.2024 0.20% 4.97 CHF 4.98 CHF 79'000 79'000 29'073 29'073 148'035 CHF 148'327 CHF 99.89% 99.89%
08.11.2024 0.19% 5.35 CHF 5.36 CHF 76'000 76'000 28'292 28'292 149'935 CHF 150'218 CHF 100.00% 100.00%
07.11.2024 0.19% 5.34 CHF 5.35 CHF 76'000 76'000 28'436 28'436 152'071 CHF 152'356 CHF 99.76% 99.76%

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