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 0.83% 3.45 CHF 3.48 CHF 40'000 40'000 40'000 40'000 143'647 CHF 144'847 CHF 99.73% 99.73%
19.11.2024 0.87% 3.54 CHF 3.57 CHF 40'000 40'000 40'000 40'000 137'845 CHF 139'045 CHF 99.75% 99.75%
18.11.2024 0.83% 3.69 CHF 3.72 CHF 40'000 40'000 40'000 40'000 143'818 CHF 145'018 CHF 98.99% 98.99%
15.11.2024 0.81% 3.49 CHF 3.52 CHF 40'000 40'000 40'000 40'000 147'957 CHF 149'157 CHF 100.00% 100.00%
14.11.2024 0.76% 4.00 CHF 4.03 CHF 40'000 40'000 40'000 40'000 156'831 CHF 158'031 CHF 100.00% 100.00%
13.11.2024 0.77% 3.85 CHF 3.88 CHF 40'000 40'000 40'000 40'000 155'093 CHF 156'293 CHF 99.74% 99.74%
12.11.2024 0.71% 4.10 CHF 4.13 CHF 40'000 40'000 40'000 40'000 169'602 CHF 170'802 CHF 100.00% 100.00%
11.11.2024 0.68% 4.43 CHF 4.46 CHF 40'000 40'000 39'980 39'980 175'326 CHF 176'526 CHF 100.00% 100.00%
08.11.2024 0.73% 4.11 CHF 4.14 CHF 40'000 40'000 40'000 40'000 163'756 CHF 164'956 CHF 100.00% 100.00%
07.11.2024 0.71% 4.26 CHF 4.29 CHF 40'000 40'000 40'000 40'000 168'140 CHF 169'340 CHF 99.67% 99.67%

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