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 0.30% 3.30 CHF 3.31 CHF 87'000 87'000 32'146 32'146 107'591 CHF 107'913 CHF 99.83% 99.83%
19.11.2024 0.31% 3.26 CHF 3.27 CHF 88'000 88'000 32'884 32'884 108'073 CHF 108'403 CHF 100.00% 100.00%
18.11.2024 0.31% 3.34 CHF 3.35 CHF 87'000 87'000 32'896 32'896 107'304 CHF 107'634 CHF 99.91% 99.91%
15.11.2024 0.30% 3.25 CHF 3.26 CHF 87'000 87'000 31'816 31'816 107'238 CHF 107'557 CHF 99.47% 99.47%
14.11.2024 0.28% 3.59 CHF 3.60 CHF 84'000 84'000 30'457 30'457 111'558 CHF 111'863 CHF 100.00% 100.00%
13.11.2024 0.27% 3.61 CHF 3.62 CHF 84'000 84'000 30'730 30'730 115'858 CHF 116'166 CHF 100.00% 100.00%
12.11.2024 0.25% 3.79 CHF 3.80 CHF 83'000 83'000 29'153 29'153 114'887 CHF 115'179 CHF 99.42% 99.42%
11.11.2024 0.23% 4.25 CHF 4.26 CHF 79'000 79'000 29'073 29'073 126'909 CHF 127'201 CHF 99.89% 99.89%
08.11.2024 0.22% 4.63 CHF 4.64 CHF 76'000 76'000 28'291 28'291 129'562 CHF 129'845 CHF 100.00% 100.00%
07.11.2024 0.22% 4.62 CHF 4.63 CHF 76'000 76'000 28'435 28'435 131'600 CHF 131'885 CHF 99.76% 99.76%

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