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% 3.76 CHF 3.77 CHF 93'000 93'000 38'672 38'672 148'105 CHF 148'492 CHF 99.90% 99.90%
19.11.2024 0.28% 3.77 CHF 3.78 CHF 93'000 93'000 38'715 38'715 144'058 CHF 144'446 CHF 99.96% 99.96%
18.11.2024 0.25% 3.88 CHF 3.89 CHF 91'000 91'000 34'047 34'047 134'972 CHF 135'313 CHF 98.20% 98.20%
15.11.2024 0.27% 4.08 CHF 4.09 CHF 88'000 88'000 40'284 40'284 156'095 CHF 156'502 CHF 99.72% 99.72%
14.11.2024 0.27% 3.57 CHF 3.58 CHF 96'000 96'000 39'462 39'462 147'566 CHF 147'962 CHF 100.00% 100.00%
13.11.2024 0.51% 3.93 CHF 3.94 CHF 90'000 90'000 24'785 24'785 94'637 CHF 95'056 CHF 100.00% 100.00%
12.11.2024 0.29% 3.58 CHF 3.59 CHF 96'000 96'000 40'495 40'495 145'323 CHF 145'729 CHF 99.92% 99.92%
11.11.2024 0.28% 3.82 CHF 3.83 CHF 92'000 92'000 41'898 41'898 155'055 CHF 155'475 CHF 99.82% 99.82%
08.11.2024 0.33% 3.42 CHF 3.43 CHF 99'000 99'000 44'144 44'144 144'855 CHF 145'303 CHF 99.18% 99.18%
07.11.2024 0.32% 3.17 CHF 3.18 CHF 100'000 100'000 46'290 46'290 146'124 CHF 146'589 CHF 99.71% 99.71%

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