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 0.28% 3.53 CHF 3.54 CHF 128'000 128'000 69'870 69'870 252'632 CHF 253'332 CHF 99.77% 99.77%
19.11.2024 0.29% 3.59 CHF 3.60 CHF 128'000 128'000 70'768 70'768 248'798 CHF 249'507 CHF 100.00% 100.00%
18.11.2024 0.29% 3.52 CHF 3.53 CHF 128'000 128'000 70'981 70'981 246'450 CHF 247'161 CHF 99.90% 99.90%
15.11.2024 0.29% 3.40 CHF 3.41 CHF 130'000 130'000 70'795 70'795 248'733 CHF 249'442 CHF 99.72% 99.72%
14.11.2024 0.29% 3.59 CHF 3.60 CHF 128'000 128'000 66'883 66'883 247'264 CHF 247'958 CHF 100.00% 100.00%
13.11.2024 0.27% 3.73 CHF 3.74 CHF 126'000 126'000 68'530 68'530 259'033 CHF 259'720 CHF 100.00% 100.00%
12.11.2024 0.27% 3.75 CHF 3.76 CHF 126'000 126'000 68'714 68'714 258'455 CHF 259'143 CHF 99.90% 99.90%
11.11.2024 0.28% 3.74 CHF 3.75 CHF 126'000 126'000 69'468 69'468 257'476 CHF 258'172 CHF 99.90% 99.90%
08.11.2024 0.28% 3.67 CHF 3.68 CHF 126'000 126'000 69'687 69'687 258'130 CHF 258'830 CHF 99.18% 99.18%
07.11.2024 0.28% 3.68 CHF 3.69 CHF 126'000 126'000 70'625 70'625 257'100 CHF 257'807 CHF 100.00% 100.00%

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