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 32'147 32'147 138'306 CHF 138'628 CHF 99.83% 99.83%
19.11.2024 0.24% 4.21 CHF 4.22 CHF 88'000 88'000 32'884 32'884 139'426 CHF 139'756 CHF 100.00% 100.00%
18.11.2024 0.24% 4.29 CHF 4.30 CHF 87'000 87'000 32'871 32'871 138'685 CHF 139'014 CHF 99.86% 99.86%
15.11.2024 0.23% 4.21 CHF 4.22 CHF 87'000 87'000 31'816 31'816 137'746 CHF 138'065 CHF 99.47% 99.47%
14.11.2024 0.22% 4.55 CHF 4.56 CHF 84'000 84'000 30'423 30'423 140'542 CHF 140'847 CHF 99.93% 99.93%
13.11.2024 0.21% 4.56 CHF 4.57 CHF 84'000 84'000 30'776 30'776 145'295 CHF 145'603 CHF 99.84% 99.84%
12.11.2024 0.20% 4.74 CHF 4.75 CHF 83'000 83'000 29'064 29'064 142'093 CHF 142'384 CHF 99.25% 99.25%
11.11.2024 0.19% 5.19 CHF 5.20 CHF 79'000 79'000 29'068 29'068 154'354 CHF 154'645 CHF 99.88% 99.88%
08.11.2024 0.18% 5.57 CHF 5.58 CHF 76'000 76'000 28'292 28'292 156'024 CHF 156'307 CHF 100.00% 100.00%
07.11.2024 0.19% 5.55 CHF 5.56 CHF 76'000 76'000 28'436 28'436 158'205 CHF 158'490 CHF 99.76% 99.76%

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