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 0.52% 3.35 CHF 3.36 CHF 59'300 59'300 21'666 21'666 74'116 CHF 74'421 CHF 99.82% 99.82%
19.11.2024 0.54% 3.28 CHF 3.29 CHF 60'400 60'400 22'143 22'143 73'748 CHF 74'059 CHF 100.00% 100.00%
18.11.2024 0.55% 3.39 CHF 3.40 CHF 61'700 61'700 22'931 22'931 75'294 CHF 75'618 CHF 99.90% 99.90%
15.11.2024 0.51% 3.28 CHF 3.29 CHF 56'900 56'900 20'532 20'532 71'182 CHF 71'470 CHF 99.47% 99.47%
14.11.2024 0.46% 3.84 CHF 3.85 CHF 53'100 53'100 19'129 19'129 75'601 CHF 75'868 CHF 100.00% 100.00%
13.11.2024 0.41% 3.90 CHF 3.91 CHF 46'400 46'400 16'742 16'742 70'428 CHF 70'663 CHF 100.00% 100.00%
12.11.2024 0.37% 4.22 CHF 4.23 CHF 39'800 39'800 13'912 13'912 63'350 CHF 63'542 CHF 99.45% 99.45%
11.11.2024 0.49% 5.23 CHF 5.25 CHF 34'500 34'500 12'523 12'523 69'048 CHF 69'350 CHF 99.89% 99.89%
08.11.2024 0.46% 6.22 CHF 6.24 CHF 31'800 31'800 11'672 11'672 71'059 CHF 71'340 CHF 100.00% 100.00%
07.11.2024 0.46% 6.19 CHF 6.21 CHF 33'100 33'100 12'286 12'286 76'343 CHF 76'640 CHF 99.76% 99.76%

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