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 0.26% 3.83 CHF 3.84 CHF 128'000 128'000 69'797 69'797 273'566 CHF 274'265 CHF 99.65% 99.65%
19.11.2024 0.27% 3.89 CHF 3.90 CHF 128'000 128'000 70'709 70'709 269'957 CHF 270'665 CHF 99.51% 99.51%
18.11.2024 0.27% 3.82 CHF 3.83 CHF 128'000 128'000 70'817 70'817 267'377 CHF 268'086 CHF 99.62% 99.62%
15.11.2024 0.27% 3.70 CHF 3.71 CHF 130'000 130'000 70'796 70'796 270'246 CHF 270'955 CHF 99.63% 99.63%
14.11.2024 0.27% 3.89 CHF 3.90 CHF 128'000 128'000 66'813 66'813 267'359 CHF 268'051 CHF 99.52% 99.52%
13.11.2024 0.25% 4.03 CHF 4.04 CHF 126'000 126'000 68'409 68'409 279'273 CHF 279'959 CHF 99.78% 99.78%
12.11.2024 0.25% 4.05 CHF 4.06 CHF 126'000 126'000 68'717 68'717 279'256 CHF 279'944 CHF 99.74% 99.74%
11.11.2024 0.26% 4.04 CHF 4.05 CHF 126'000 126'000 69'190 69'190 277'263 CHF 277'956 CHF 99.41% 99.41%
08.11.2024 0.26% 3.97 CHF 3.98 CHF 126'000 126'000 69'644 69'644 278'786 CHF 279'485 CHF 99.13% 99.13%
07.11.2024 0.26% 3.98 CHF 3.99 CHF 126'000 126'000 70'632 70'632 278'224 CHF 278'932 CHF 99.94% 99.94%

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