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 0.23% 4.48 CHF 4.49 CHF 87'000 87'000 32'145 32'145 145'342 CHF 145'665 CHF 99.82% 99.82%
19.11.2024 0.23% 4.43 CHF 4.44 CHF 88'000 88'000 32'886 32'886 146'584 CHF 146'913 CHF 100.00% 100.00%
18.11.2024 0.23% 4.51 CHF 4.52 CHF 87'000 87'000 32'895 32'895 145'955 CHF 146'285 CHF 99.90% 99.90%
15.11.2024 0.22% 4.43 CHF 4.44 CHF 87'000 87'000 31'816 31'816 144'722 CHF 145'040 CHF 99.47% 99.47%
14.11.2024 0.21% 4.77 CHF 4.78 CHF 84'000 84'000 30'458 30'458 147'408 CHF 147'713 CHF 100.00% 100.00%
13.11.2024 0.20% 4.78 CHF 4.79 CHF 84'000 84'000 30'731 30'731 151'825 CHF 152'133 CHF 100.00% 100.00%
12.11.2024 0.19% 4.96 CHF 4.97 CHF 83'000 83'000 29'155 29'155 148'959 CHF 149'251 CHF 99.42% 99.42%
11.11.2024 0.18% 5.41 CHF 5.42 CHF 79'000 79'000 29'071 29'071 160'784 CHF 161'075 CHF 99.89% 99.89%
08.11.2024 0.18% 5.79 CHF 5.80 CHF 76'000 76'000 28'288 28'288 162'225 CHF 162'508 CHF 100.00% 100.00%
07.11.2024 0.18% 5.77 CHF 5.78 CHF 76'000 76'000 28'436 28'436 164'470 CHF 164'756 CHF 99.76% 99.76%

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