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 0.22% 4.57 CHF 4.58 CHF 87'000 87'000 32'144 32'144 148'271 CHF 148'593 CHF 99.82% 99.82%
19.11.2024 0.22% 4.52 CHF 4.53 CHF 88'000 88'000 32'884 32'884 149'579 CHF 149'908 CHF 100.00% 100.00%
18.11.2024 0.22% 4.60 CHF 4.61 CHF 87'000 87'000 32'866 32'866 148'858 CHF 149'188 CHF 99.85% 99.85%
15.11.2024 0.22% 4.52 CHF 4.53 CHF 87'000 87'000 31'815 31'815 147'632 CHF 147'951 CHF 99.47% 99.47%
14.11.2024 0.21% 4.86 CHF 4.87 CHF 84'000 84'000 30'426 30'426 150'019 CHF 150'324 CHF 99.94% 99.94%
13.11.2024 0.20% 4.87 CHF 4.88 CHF 84'000 84'000 30'776 30'776 154'809 CHF 155'117 CHF 99.84% 99.84%
12.11.2024 0.19% 5.05 CHF 5.06 CHF 83'000 83'000 29'063 29'063 151'055 CHF 151'347 CHF 99.25% 99.25%
11.11.2024 0.18% 5.50 CHF 5.51 CHF 79'000 79'000 29'073 29'073 163'302 CHF 163'593 CHF 99.89% 99.89%
08.11.2024 0.18% 5.88 CHF 5.89 CHF 76'000 76'000 28'288 28'288 164'635 CHF 164'918 CHF 100.00% 100.00%
07.11.2024 0.18% 5.85 CHF 5.86 CHF 76'000 76'000 28'436 28'436 166'866 CHF 167'152 CHF 99.76% 99.76%

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