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 0.29% 3.43 CHF 3.44 CHF 87'000 87'000 32'145 32'145 111'564 CHF 111'886 CHF 99.82% 99.82%
19.11.2024 0.30% 3.38 CHF 3.39 CHF 88'000 88'000 32'884 32'884 112'156 CHF 112'485 CHF 100.00% 100.00%
18.11.2024 0.30% 3.46 CHF 3.47 CHF 87'000 87'000 32'867 32'867 111'278 CHF 111'607 CHF 99.85% 99.85%
15.11.2024 0.29% 3.38 CHF 3.39 CHF 87'000 87'000 31'815 31'815 111'206 CHF 111'525 CHF 99.47% 99.47%
14.11.2024 0.27% 3.71 CHF 3.72 CHF 84'000 84'000 30'425 30'425 115'173 CHF 115'478 CHF 99.93% 99.93%
13.11.2024 0.26% 3.73 CHF 3.74 CHF 84'000 84'000 30'776 30'776 119'787 CHF 120'096 CHF 99.84% 99.84%
12.11.2024 0.24% 3.92 CHF 3.93 CHF 83'000 83'000 29'064 29'064 118'053 CHF 118'344 CHF 99.26% 99.26%
11.11.2024 0.22% 4.37 CHF 4.38 CHF 79'000 79'000 29'073 29'073 130'382 CHF 130'674 CHF 99.89% 99.89%
08.11.2024 0.22% 4.75 CHF 4.76 CHF 76'000 76'000 28'292 28'292 132'873 CHF 133'156 CHF 100.00% 100.00%
07.11.2024 0.22% 4.73 CHF 4.74 CHF 76'000 76'000 28'435 28'435 134'921 CHF 135'206 CHF 99.76% 99.76%

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