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% 3.03 CHF 3.04 CHF 280'000 280'000 114'118 114'118 344'827 CHF 345'971 CHF 99.89% 99.89%
19.11.2024 0.34% 3.01 CHF 3.02 CHF 280'000 280'000 110'692 110'692 329'715 CHF 330'824 CHF 99.95% 99.95%
18.11.2024 0.34% 3.00 CHF 3.01 CHF 280'000 280'000 107'068 107'068 320'159 CHF 321'232 CHF 99.89% 99.89%
15.11.2024 0.34% 3.01 CHF 3.02 CHF 280'000 280'000 111'178 111'178 331'595 CHF 332'710 CHF 100.00% 100.00%
14.11.2024 0.35% 2.92 CHF 2.93 CHF 270'000 270'000 109'041 109'041 319'757 CHF 320'849 CHF 99.76% 99.76%
13.11.2024 0.34% 2.99 CHF 3.00 CHF 280'000 280'000 113'495 113'495 341'163 CHF 342'300 CHF 100.00% 100.00%
12.11.2024 0.34% 3.02 CHF 3.03 CHF 280'000 280'000 111'411 111'411 331'636 CHF 332'752 CHF 99.95% 99.95%
11.11.2024 0.36% 2.92 CHF 2.93 CHF 270'000 270'000 102'894 102'894 293'717 CHF 294'748 CHF 99.35% 99.35%
08.11.2024 0.36% 2.79 CHF 2.80 CHF 260'000 260'000 103'098 103'098 289'043 CHF 290'076 CHF 99.53% 99.53%
07.11.2024 0.35% 2.81 CHF 2.82 CHF 260'000 260'000 108'124 108'124 309'008 CHF 310'091 CHF 99.86% 99.86%

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