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 0.30% 3.39 CHF 3.40 CHF 280'000 280'000 114'116 114'116 385'577 CHF 386'721 CHF 99.89% 99.89%
19.11.2024 0.31% 3.36 CHF 3.37 CHF 280'000 280'000 110'692 110'692 369'061 CHF 370'170 CHF 99.95% 99.95%
18.11.2024 0.30% 3.36 CHF 3.37 CHF 280'000 280'000 107'068 107'068 358'412 CHF 359'485 CHF 99.89% 99.89%
15.11.2024 0.31% 3.37 CHF 3.38 CHF 280'000 280'000 111'180 111'180 371'390 CHF 372'506 CHF 100.00% 100.00%
14.11.2024 0.31% 3.28 CHF 3.29 CHF 270'000 270'000 109'040 109'040 358'759 CHF 359'852 CHF 99.76% 99.76%
13.11.2024 0.30% 3.35 CHF 3.36 CHF 280'000 280'000 113'500 113'500 381'617 CHF 382'754 CHF 100.00% 100.00%
12.11.2024 0.31% 3.38 CHF 3.39 CHF 280'000 280'000 111'407 111'407 371'201 CHF 372'317 CHF 99.95% 99.95%
11.11.2024 0.32% 3.27 CHF 3.28 CHF 270'000 270'000 102'896 102'896 330'198 CHF 331'229 CHF 99.36% 99.36%
08.11.2024 0.32% 3.14 CHF 3.15 CHF 260'000 260'000 103'100 103'100 325'285 CHF 326'318 CHF 99.53% 99.53%
07.11.2024 0.32% 3.17 CHF 3.18 CHF 260'000 260'000 108'125 108'125 347'056 CHF 348'140 CHF 99.86% 99.86%

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