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 0.32% 3.21 CHF 3.22 CHF 280'000 280'000 114'120 114'120 365'145 CHF 366'288 CHF 99.89% 99.89%
19.11.2024 0.32% 3.18 CHF 3.19 CHF 280'000 280'000 110'693 110'693 349'356 CHF 350'465 CHF 99.95% 99.95%
18.11.2024 0.32% 3.18 CHF 3.19 CHF 280'000 280'000 107'072 107'072 339'254 CHF 340'326 CHF 99.89% 99.89%
15.11.2024 0.33% 3.19 CHF 3.20 CHF 280'000 280'000 111'177 111'177 351'448 CHF 352'563 CHF 100.00% 100.00%
14.11.2024 0.33% 3.10 CHF 3.11 CHF 270'000 270'000 109'040 109'040 339'193 CHF 340'285 CHF 99.76% 99.76%
13.11.2024 0.32% 3.17 CHF 3.18 CHF 280'000 280'000 113'494 113'494 361'358 CHF 362'495 CHF 100.00% 100.00%
12.11.2024 0.32% 3.20 CHF 3.21 CHF 280'000 280'000 111'417 111'417 351'287 CHF 352'403 CHF 99.95% 99.95%
11.11.2024 0.34% 3.09 CHF 3.10 CHF 270'000 270'000 102'896 102'896 311'847 CHF 312'878 CHF 99.35% 99.35%
08.11.2024 0.34% 2.97 CHF 2.98 CHF 260'000 260'000 103'097 103'097 306'974 CHF 308'007 CHF 99.53% 99.53%
07.11.2024 0.33% 2.99 CHF 3.00 CHF 260'000 260'000 108'129 108'129 327'931 CHF 329'014 CHF 99.86% 99.86%

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