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 0.34% 2.98 CHF 2.99 CHF 87'000 87'000 32'144 32'144 97'317 CHF 97'639 CHF 99.82% 99.82%
19.11.2024 0.34% 2.94 CHF 2.95 CHF 88'000 88'000 32'885 32'885 97'639 CHF 97'968 CHF 100.00% 100.00%
18.11.2024 0.35% 3.02 CHF 3.03 CHF 87'000 87'000 32'894 32'894 96'800 CHF 97'130 CHF 99.90% 99.90%
15.11.2024 0.33% 2.93 CHF 2.94 CHF 87'000 87'000 31'815 31'815 97'058 CHF 97'377 CHF 99.47% 99.47%
14.11.2024 0.30% 3.27 CHF 3.28 CHF 84'000 84'000 30'457 30'457 101'816 CHF 102'121 CHF 100.00% 100.00%
13.11.2024 0.29% 3.29 CHF 3.30 CHF 84'000 84'000 30'735 30'735 106'123 CHF 106'431 CHF 100.00% 100.00%
12.11.2024 0.27% 3.48 CHF 3.49 CHF 83'000 83'000 29'153 29'153 105'636 CHF 105'928 CHF 99.42% 99.42%
11.11.2024 0.25% 3.93 CHF 3.94 CHF 79'000 79'000 29'070 29'070 117'709 CHF 118'000 CHF 99.89% 99.89%
08.11.2024 0.24% 4.32 CHF 4.33 CHF 76'000 76'000 28'288 28'288 120'681 CHF 120'964 CHF 100.00% 100.00%
07.11.2024 0.24% 4.30 CHF 4.31 CHF 76'000 76'000 28'435 28'435 122'679 CHF 122'965 CHF 99.76% 99.76%

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