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 0.26% 3.86 CHF 3.87 CHF 93'000 93'000 38'671 38'671 151'665 CHF 152'052 CHF 99.90% 99.90%
19.11.2024 0.27% 3.86 CHF 3.87 CHF 93'000 93'000 38'714 38'714 147'606 CHF 147'994 CHF 99.96% 99.96%
18.11.2024 0.24% 3.97 CHF 3.98 CHF 91'000 91'000 34'047 34'047 138'112 CHF 138'454 CHF 98.20% 98.20%
15.11.2024 0.27% 4.17 CHF 4.18 CHF 88'000 88'000 40'284 40'284 159'814 CHF 160'222 CHF 99.72% 99.72%
14.11.2024 0.26% 3.67 CHF 3.68 CHF 96'000 96'000 39'464 39'464 151'216 CHF 151'612 CHF 100.00% 100.00%
13.11.2024 0.50% 4.02 CHF 4.03 CHF 90'000 90'000 24'787 24'787 96'919 CHF 97'338 CHF 100.00% 100.00%
12.11.2024 0.28% 3.67 CHF 3.68 CHF 96'000 96'000 40'496 40'496 149'044 CHF 149'450 CHF 99.92% 99.92%
11.11.2024 0.27% 3.91 CHF 3.92 CHF 92'000 92'000 41'898 41'898 158'878 CHF 159'298 CHF 99.82% 99.82%
08.11.2024 0.32% 3.51 CHF 3.52 CHF 99'000 99'000 44'144 44'144 148'864 CHF 149'312 CHF 99.18% 99.18%
07.11.2024 0.31% 3.26 CHF 3.27 CHF 100'000 100'000 46'294 46'294 150'342 CHF 150'807 CHF 99.71% 99.71%

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