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 0.91% 3.09 CHF 3.10 CHF 37'000 37'000 12'259 12'259 36'959 CHF 37'168 CHF 99.90% 99.90%
19.11.2024 1.30% 2.89 CHF 2.90 CHF 35'500 35'500 10'284 10'284 30'074 CHF 30'267 CHF 100.00% 100.00%
18.11.2024 1.15% 3.08 CHF 3.09 CHF 34'100 34'100 10'386 10'386 31'541 CHF 31'689 CHF 88.25% 99.61%
15.11.2024 0.82% 3.15 CHF 3.16 CHF 33'900 33'900 11'751 11'751 36'954 CHF 37'158 CHF 98.94% 98.94%
14.11.2024 0.90% 3.29 CHF 3.30 CHF 31'300 31'300 10'797 10'797 36'409 CHF 36'621 CHF 100.00% 100.00%
13.11.2024 0.87% 3.49 CHF 3.50 CHF 29'500 29'500 10'179 10'179 35'899 CHF 36'099 CHF 100.00% 100.00%
12.11.2024 0.94% 3.71 CHF 3.72 CHF 27'600 27'600 8'833 8'833 32'938 CHF 33'091 CHF 96.78% 99.91%
11.11.2024 0.84% 3.91 CHF 3.92 CHF 28'800 28'800 9'983 9'983 38'088 CHF 38'286 CHF 99.89% 99.89%
08.11.2024 0.91% 3.62 CHF 3.63 CHF 30'700 30'700 10'797 10'797 37'944 CHF 38'158 CHF 100.00% 100.00%
07.11.2024 0.96% 3.33 CHF 3.34 CHF 32'800 32'800 11'385 11'385 37'378 CHF 37'603 CHF 99.90% 99.90%

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