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 0.27% 3.65 CHF 3.66 CHF 122'000 122'000 119'947 119'947 448'853 CHF 450'053 CHF 97.36% 97.36%
19.11.2024 0.27% 3.71 CHF 3.72 CHF 120'000 120'000 120'005 120'005 446'138 CHF 447'338 CHF 93.06% 93.06%
18.11.2024 0.24% 4.03 CHF 4.04 CHF 116'000 116'000 115'260 115'260 471'534 CHF 472'687 CHF 98.18% 98.18%
15.11.2024 0.24% 4.20 CHF 4.21 CHF 114'000 114'000 113'378 113'378 478'396 CHF 479'530 CHF 97.18% 97.18%
14.11.2024 0.23% 4.25 CHF 4.26 CHF 114'000 114'000 111'185 111'185 485'151 CHF 486'262 CHF 89.93% 89.93%
13.11.2024 0.26% 3.78 CHF 3.79 CHF 120'000 120'000 119'197 119'197 451'288 CHF 452'480 CHF 97.62% 97.62%
12.11.2024 0.25% 3.75 CHF 3.76 CHF 120'000 120'000 116'696 116'696 461'249 CHF 462'416 CHF 97.21% 97.21%
11.11.2024 0.24% 4.15 CHF 4.16 CHF 114'000 114'000 113'527 113'527 473'304 CHF 474'439 CHF 99.43% 99.43%
08.11.2024 0.24% 4.01 CHF 4.02 CHF 116'000 116'000 115'074 115'074 469'781 CHF 470'932 CHF 97.30% 97.30%
07.11.2024 0.24% 4.28 CHF 4.29 CHF 112'000 112'000 113'266 113'266 472'987 CHF 474'119 CHF 96.67% 96.67%

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