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% 4.36 CHF 4.37 CHF 87'000 87'000 32'147 32'147 141'622 CHF 141'944 CHF 99.83% 99.83%
19.11.2024 0.23% 4.31 CHF 4.32 CHF 88'000 88'000 32'883 32'883 142'790 CHF 143'119 CHF 100.00% 100.00%
18.11.2024 0.24% 4.39 CHF 4.40 CHF 87'000 87'000 32'865 32'865 142'069 CHF 142'398 CHF 99.85% 99.85%
15.11.2024 0.23% 4.32 CHF 4.33 CHF 87'000 87'000 31'816 31'816 141'026 CHF 141'345 CHF 99.47% 99.47%
14.11.2024 0.22% 4.65 CHF 4.66 CHF 84'000 84'000 30'431 30'431 143'720 CHF 144'025 CHF 99.95% 99.95%
13.11.2024 0.21% 4.67 CHF 4.68 CHF 84'000 84'000 30'777 30'777 148'471 CHF 148'779 CHF 99.84% 99.84%
12.11.2024 0.20% 4.85 CHF 4.86 CHF 83'000 83'000 29'062 29'062 145'076 CHF 145'367 CHF 99.25% 99.25%
11.11.2024 0.19% 5.29 CHF 5.30 CHF 79'000 79'000 29'071 29'071 157'334 CHF 157'625 CHF 99.89% 99.89%
08.11.2024 0.18% 5.67 CHF 5.68 CHF 76'000 76'000 28'288 28'288 158'891 CHF 159'174 CHF 100.00% 100.00%
07.11.2024 0.18% 5.65 CHF 5.66 CHF 76'000 76'000 28'436 28'436 161'088 CHF 161'374 CHF 99.76% 99.76%

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