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 0.31% 3.27 CHF 3.28 CHF 280'000 280'000 114'117 114'117 371'721 CHF 372'865 CHF 99.89% 99.89%
19.11.2024 0.32% 3.24 CHF 3.25 CHF 280'000 280'000 110'666 110'666 355'500 CHF 356'609 CHF 99.95% 99.95%
18.11.2024 0.32% 3.24 CHF 3.25 CHF 280'000 280'000 107'064 107'064 345'326 CHF 346'399 CHF 99.89% 99.89%
15.11.2024 0.32% 3.24 CHF 3.25 CHF 280'000 280'000 111'150 111'150 357'623 CHF 358'738 CHF 100.00% 100.00%
14.11.2024 0.32% 3.15 CHF 3.16 CHF 270'000 270'000 109'040 109'040 345'310 CHF 346'402 CHF 99.76% 99.76%
13.11.2024 0.31% 3.22 CHF 3.23 CHF 280'000 280'000 113'494 113'494 367'732 CHF 368'869 CHF 100.00% 100.00%
12.11.2024 0.32% 3.26 CHF 3.27 CHF 280'000 280'000 111'410 111'410 357'654 CHF 358'770 CHF 99.95% 99.95%
11.11.2024 0.33% 3.15 CHF 3.16 CHF 270'000 270'000 102'895 102'895 317'563 CHF 318'594 CHF 99.35% 99.35%
08.11.2024 0.34% 3.02 CHF 3.03 CHF 260'000 260'000 103'098 103'098 312'730 CHF 313'763 CHF 99.53% 99.53%
07.11.2024 0.33% 3.04 CHF 3.05 CHF 260'000 260'000 108'122 108'122 333'817 CHF 334'900 CHF 99.86% 99.86%

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