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 0.24% 4.15 CHF 4.16 CHF 87'000 87'000 32'146 32'146 134'666 CHF 134'988 CHF 99.83% 99.83%
19.11.2024 0.25% 4.09 CHF 4.10 CHF 88'000 88'000 32'885 32'885 135'682 CHF 136'012 CHF 100.00% 100.00%
18.11.2024 0.25% 4.18 CHF 4.19 CHF 87'000 87'000 32'864 32'864 134'894 CHF 135'223 CHF 99.85% 99.85%
15.11.2024 0.24% 4.10 CHF 4.11 CHF 87'000 87'000 31'816 31'816 134'104 CHF 134'423 CHF 99.47% 99.47%
14.11.2024 0.23% 4.43 CHF 4.44 CHF 84'000 84'000 30'418 30'418 137'037 CHF 137'341 CHF 99.92% 99.92%
13.11.2024 0.22% 4.45 CHF 4.46 CHF 84'000 84'000 30'776 30'776 141'822 CHF 142'130 CHF 99.84% 99.84%
12.11.2024 0.21% 4.63 CHF 4.64 CHF 83'000 83'000 29'069 29'069 138'833 CHF 139'124 CHF 99.26% 99.26%
11.11.2024 0.19% 5.08 CHF 5.09 CHF 79'000 79'000 29'074 29'074 151'084 CHF 151'375 CHF 99.89% 99.89%
08.11.2024 0.19% 5.46 CHF 5.47 CHF 76'000 76'000 28'292 28'292 152'864 CHF 153'147 CHF 100.00% 100.00%
07.11.2024 0.19% 5.44 CHF 5.45 CHF 76'000 76'000 28'436 28'436 154'994 CHF 155'279 CHF 99.76% 99.76%

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