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 0.32% 3.12 CHF 3.13 CHF 87'000 87'000 32'145 32'145 101'659 CHF 101'981 CHF 99.82% 99.82%
19.11.2024 0.33% 3.07 CHF 3.08 CHF 88'000 88'000 32'884 32'884 102'062 CHF 102'391 CHF 100.00% 100.00%
18.11.2024 0.33% 3.15 CHF 3.16 CHF 87'000 87'000 32'868 32'868 101'149 CHF 101'478 CHF 99.86% 99.86%
15.11.2024 0.32% 3.07 CHF 3.08 CHF 87'000 87'000 31'816 31'816 101'377 CHF 101'695 CHF 99.47% 99.47%
14.11.2024 0.29% 3.40 CHF 3.41 CHF 84'000 84'000 30'428 30'428 105'798 CHF 106'103 CHF 99.94% 99.94%
13.11.2024 0.28% 3.43 CHF 3.44 CHF 84'000 84'000 30'776 30'776 110'335 CHF 110'643 CHF 99.84% 99.84%
12.11.2024 0.26% 3.61 CHF 3.62 CHF 83'000 83'000 29'069 29'069 109'179 CHF 109'470 CHF 99.26% 99.26%
11.11.2024 0.24% 4.06 CHF 4.07 CHF 79'000 79'000 29'071 29'071 121'473 CHF 121'764 CHF 99.89% 99.89%
08.11.2024 0.23% 4.45 CHF 4.46 CHF 76'000 76'000 28'287 28'287 124'284 CHF 124'567 CHF 100.00% 100.00%
07.11.2024 0.23% 4.43 CHF 4.44 CHF 76'000 76'000 28'435 28'435 126'304 CHF 126'590 CHF 99.76% 99.76%

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