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% 4.47 CHF 4.48 CHF 87'000 87'000 32'143 32'143 144'952 CHF 145'274 CHF 99.82% 99.82%
19.11.2024 0.23% 4.41 CHF 4.42 CHF 88'000 88'000 32'885 32'885 146'186 CHF 146'515 CHF 100.00% 100.00%
18.11.2024 0.23% 4.50 CHF 4.51 CHF 87'000 87'000 32'863 32'863 145'429 CHF 145'758 CHF 99.85% 99.85%
15.11.2024 0.22% 4.42 CHF 4.43 CHF 87'000 87'000 31'814 31'814 144'327 CHF 144'646 CHF 99.47% 99.47%
14.11.2024 0.21% 4.75 CHF 4.76 CHF 84'000 84'000 30'422 30'422 146'832 CHF 147'136 CHF 99.93% 99.93%
13.11.2024 0.20% 4.77 CHF 4.78 CHF 84'000 84'000 30'782 30'782 151'655 CHF 151'963 CHF 99.84% 99.84%
12.11.2024 0.20% 4.95 CHF 4.96 CHF 83'000 83'000 29'063 29'063 148'055 CHF 148'346 CHF 99.25% 99.25%
11.11.2024 0.18% 5.40 CHF 5.41 CHF 79'000 79'000 29'070 29'070 160'316 CHF 160'607 CHF 99.89% 99.89%
08.11.2024 0.18% 5.77 CHF 5.78 CHF 76'000 76'000 28'288 28'288 161'750 CHF 162'034 CHF 100.00% 100.00%
07.11.2024 0.18% 5.75 CHF 5.76 CHF 76'000 76'000 28'436 28'436 163'993 CHF 164'279 CHF 99.76% 99.76%

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