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% 4.26 CHF 4.27 CHF 87'000 87'000 32'143 32'143 138'304 CHF 138'626 CHF 99.82% 99.82%
19.11.2024 0.24% 4.21 CHF 4.22 CHF 88'000 88'000 32'884 32'884 139'441 CHF 139'770 CHF 100.00% 100.00%
18.11.2024 0.24% 4.29 CHF 4.30 CHF 87'000 87'000 32'891 32'891 138'775 CHF 139'105 CHF 99.90% 99.90%
15.11.2024 0.23% 4.21 CHF 4.22 CHF 87'000 87'000 31'814 31'814 137'756 CHF 138'075 CHF 99.47% 99.47%
14.11.2024 0.22% 4.55 CHF 4.56 CHF 84'000 84'000 30'457 30'457 140'752 CHF 141'057 CHF 100.00% 100.00%
13.11.2024 0.21% 4.56 CHF 4.57 CHF 84'000 84'000 30'731 30'731 145'134 CHF 145'442 CHF 100.00% 100.00%
12.11.2024 0.20% 4.75 CHF 4.76 CHF 83'000 83'000 29'153 29'153 142'597 CHF 142'889 CHF 99.42% 99.42%
11.11.2024 0.19% 5.20 CHF 5.21 CHF 79'000 79'000 29'072 29'072 154'495 CHF 154'786 CHF 99.89% 99.89%
08.11.2024 0.18% 5.58 CHF 5.59 CHF 76'000 76'000 28'287 28'287 156'164 CHF 156'447 CHF 100.00% 100.00%
07.11.2024 0.19% 5.56 CHF 5.57 CHF 76'000 76'000 28'436 28'436 158'354 CHF 158'640 CHF 99.76% 99.76%

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