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% 3.91 CHF 3.92 CHF 87'000 87'000 32'144 32'144 127'249 CHF 127'571 CHF 99.82% 99.82%
19.11.2024 0.26% 3.87 CHF 3.88 CHF 88'000 88'000 32'886 32'886 128'127 CHF 128'457 CHF 100.00% 100.00%
18.11.2024 0.26% 3.95 CHF 3.96 CHF 87'000 87'000 32'893 32'893 127'410 CHF 127'739 CHF 99.90% 99.90%
15.11.2024 0.25% 3.87 CHF 3.88 CHF 87'000 87'000 31'815 31'815 126'740 CHF 127'059 CHF 99.47% 99.47%
14.11.2024 0.24% 4.20 CHF 4.21 CHF 84'000 84'000 30'460 30'460 130'237 CHF 130'542 CHF 100.00% 100.00%
13.11.2024 0.23% 4.22 CHF 4.23 CHF 84'000 84'000 30'735 30'735 134'610 CHF 134'918 CHF 100.00% 100.00%
12.11.2024 0.22% 4.40 CHF 4.41 CHF 83'000 83'000 29'155 29'155 132'608 CHF 132'900 CHF 99.42% 99.42%
11.11.2024 0.20% 4.85 CHF 4.86 CHF 79'000 79'000 29'070 29'070 144'538 CHF 144'829 CHF 99.89% 99.89%
08.11.2024 0.20% 5.24 CHF 5.25 CHF 76'000 76'000 28'287 28'287 146'558 CHF 146'841 CHF 100.00% 100.00%
07.11.2024 0.20% 5.22 CHF 5.23 CHF 76'000 76'000 28'435 28'435 148'692 CHF 148'977 CHF 99.76% 99.76%

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