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% 4.58 CHF 4.59 CHF 87'000 87'000 32'146 32'146 148'758 CHF 149'080 CHF 99.83% 99.83%
19.11.2024 0.22% 4.53 CHF 4.54 CHF 88'000 88'000 32'886 32'886 150'066 CHF 150'396 CHF 100.00% 100.00%
18.11.2024 0.22% 4.62 CHF 4.63 CHF 87'000 87'000 32'896 32'896 149'488 CHF 149'817 CHF 99.91% 99.91%
15.11.2024 0.22% 4.54 CHF 4.55 CHF 87'000 87'000 31'816 31'816 148'111 CHF 148'430 CHF 99.47% 99.47%
14.11.2024 0.21% 4.87 CHF 4.88 CHF 84'000 84'000 30'457 30'457 150'648 CHF 150'953 CHF 100.00% 100.00%
13.11.2024 0.20% 4.89 CHF 4.90 CHF 84'000 84'000 30'737 30'737 155'109 CHF 155'417 CHF 100.00% 100.00%
12.11.2024 0.19% 5.07 CHF 5.08 CHF 83'000 83'000 29'149 29'149 151'984 CHF 152'276 CHF 99.44% 99.44%
11.11.2024 0.18% 5.52 CHF 5.53 CHF 79'000 79'000 29'071 29'071 163'857 CHF 164'148 CHF 99.89% 99.89%
08.11.2024 0.17% 5.89 CHF 5.90 CHF 76'000 76'000 28'288 28'288 165'177 CHF 165'460 CHF 100.00% 100.00%
07.11.2024 0.18% 5.87 CHF 5.88 CHF 76'000 76'000 28'436 28'436 167'424 CHF 167'710 CHF 99.76% 99.76%

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