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% 3.63 CHF 3.64 CHF 87'000 87'000 32'148 32'148 118'102 CHF 118'424 CHF 99.83% 99.83%
19.11.2024 0.28% 3.58 CHF 3.59 CHF 88'000 88'000 32'885 32'885 118'805 CHF 119'135 CHF 100.00% 100.00%
18.11.2024 0.28% 3.66 CHF 3.67 CHF 87'000 87'000 32'859 32'859 117'961 CHF 118'290 CHF 99.84% 99.84%
15.11.2024 0.27% 3.58 CHF 3.59 CHF 87'000 87'000 31'816 31'816 117'680 CHF 117'999 CHF 99.47% 99.47%
14.11.2024 0.26% 3.92 CHF 3.93 CHF 84'000 84'000 30'422 30'422 121'345 CHF 121'649 CHF 99.93% 99.93%
13.11.2024 0.25% 3.94 CHF 3.95 CHF 84'000 84'000 30'778 30'778 126'026 CHF 126'334 CHF 99.84% 99.84%
12.11.2024 0.23% 4.12 CHF 4.13 CHF 83'000 83'000 29'063 29'063 123'916 CHF 124'208 CHF 99.25% 99.25%
11.11.2024 0.21% 4.57 CHF 4.58 CHF 79'000 79'000 29'075 29'075 136'255 CHF 136'546 CHF 99.90% 99.90%
08.11.2024 0.21% 4.95 CHF 4.96 CHF 76'000 76'000 28'288 28'288 138'512 CHF 138'795 CHF 100.00% 100.00%
07.11.2024 0.21% 4.93 CHF 4.94 CHF 76'000 76'000 28'436 28'436 140'591 CHF 140'877 CHF 99.76% 99.76%

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