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 0.67% 3.07 CHF 3.08 CHF 37'700 37'700 20'526 20'522 69'121 CHF 69'513 CHF 99.77% 99.77%
19.11.2024 0.59% 3.33 CHF 3.34 CHF 41'700 41'700 23'037 23'037 71'525 CHF 71'896 CHF 100.00% 100.00%
18.11.2024 0.61% 3.09 CHF 3.10 CHF 46'400 46'400 25'712 25'712 76'150 CHF 76'563 CHF 99.90% 99.90%
15.11.2024 0.73% 2.73 CHF 2.74 CHF 40'500 40'500 22'017 22'017 68'064 CHF 68'502 CHF 99.41% 99.41%
14.11.2024 0.62% 3.34 CHF 3.35 CHF 34'900 34'900 18'237 18'237 67'898 CHF 68'267 CHF 99.76% 99.76%
13.11.2024 0.55% 3.92 CHF 3.93 CHF 30'600 30'600 16'632 16'632 68'584 CHF 68'914 CHF 100.00% 100.00%
12.11.2024 0.57% 4.03 CHF 4.04 CHF 32'100 32'100 17'488 17'488 71'307 CHF 71'655 CHF 99.90% 99.90%
11.11.2024 0.61% 4.01 CHF 4.02 CHF 34'600 34'600 18'907 18'907 73'810 CHF 74'189 CHF 99.17% 99.17%
08.11.2024 0.57% 3.83 CHF 3.84 CHF 31'300 31'300 17'258 17'258 68'964 CHF 69'307 CHF 98.62% 98.62%
07.11.2024 0.62% 3.94 CHF 3.95 CHF 36'000 36'000 20'122 20'122 76'051 CHF 76'451 CHF 99.58% 99.58%

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