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 0.59% 3.04 CHF 3.05 CHF 110'000 110'000 48'254 48'254 147'461 CHF 148'192 CHF 99.67% 99.67%
19.11.2024 0.62% 3.01 CHF 3.02 CHF 110'000 110'000 49'120 49'120 143'703 CHF 144'447 CHF 99.77% 99.77%
18.11.2024 0.63% 2.94 CHF 2.95 CHF 110'000 110'000 47'160 47'160 135'453 CHF 136'160 CHF 99.61% 99.61%
15.11.2024 0.57% 2.93 CHF 2.94 CHF 110'000 110'000 48'829 48'829 149'750 CHF 150'490 CHF 98.90% 98.90%
14.11.2024 0.55% 3.27 CHF 3.28 CHF 100'000 100'000 41'440 41'440 135'425 CHF 136'035 CHF 99.84% 99.84%
13.11.2024 0.54% 3.21 CHF 3.22 CHF 110'000 110'000 39'913 39'913 131'819 CHF 132'394 CHF 99.58% 99.58%
12.11.2024 0.63% 3.39 CHF 3.40 CHF 100'000 100'000 36'515 36'515 125'303 CHF 125'821 CHF 95.53% 99.27%
11.11.2024 0.50% 3.50 CHF 3.51 CHF 100'000 100'000 37'962 37'962 135'641 CHF 136'188 CHF 99.08% 99.08%
08.11.2024 0.48% 3.61 CHF 3.62 CHF 100'000 100'000 37'689 37'689 139'005 CHF 139'552 CHF 99.28% 99.28%
07.11.2024 0.97% 3.86 CHF 3.87 CHF 100'000 100'000 35'225 35'225 125'919 CHF 126'675 CHF 96.10% 96.10%

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