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% 3.36 CHF 3.37 CHF 280'000 280'000 114'120 114'120 382'179 CHF 383'322 CHF 99.89% 99.89%
19.11.2024 0.31% 3.33 CHF 3.34 CHF 280'000 280'000 110'668 110'668 365'649 CHF 366'757 CHF 99.95% 99.95%
18.11.2024 0.31% 3.33 CHF 3.34 CHF 280'000 280'000 107'062 107'062 355'146 CHF 356'219 CHF 99.89% 99.89%
15.11.2024 0.31% 3.34 CHF 3.35 CHF 280'000 280'000 111'144 111'144 367'875 CHF 368'990 CHF 100.00% 100.00%
14.11.2024 0.31% 3.25 CHF 3.26 CHF 270'000 270'000 109'041 109'041 355'349 CHF 356'441 CHF 99.76% 99.76%
13.11.2024 0.31% 3.32 CHF 3.33 CHF 280'000 280'000 113'507 113'507 378'262 CHF 379'399 CHF 100.00% 100.00%
12.11.2024 0.31% 3.35 CHF 3.36 CHF 280'000 280'000 111'382 111'382 367'778 CHF 368'894 CHF 99.95% 99.95%
11.11.2024 0.32% 3.24 CHF 3.25 CHF 270'000 270'000 102'902 102'902 326'993 CHF 328'024 CHF 99.36% 99.36%
08.11.2024 0.33% 3.11 CHF 3.12 CHF 260'000 260'000 103'099 103'099 322'075 CHF 323'108 CHF 99.53% 99.53%
07.11.2024 0.32% 3.13 CHF 3.14 CHF 260'000 260'000 108'123 108'123 343'723 CHF 344'807 CHF 99.86% 99.86%

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