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 0.40% 2.55 CHF 2.56 CHF 1'000'000 1'000'000 1'000'000 1'000'000 2'521'590 CHF 2'531'590 CHF 99.46% 99.46%
19.11.2024 0.40% 2.48 CHF 2.49 CHF 1'000'000 1'000'000 1'000'000 1'000'000 2'497'850 CHF 2'507'850 CHF 100.00% 100.00%
18.11.2024 0.40% 2.51 CHF 2.52 CHF 1'000'000 1'000'000 1'000'000 1'000'000 2'523'480 CHF 2'533'480 CHF 99.30% 99.30%
15.11.2024 0.40% 2.54 CHF 2.55 CHF 1'000'000 1'000'000 1'000'000 1'000'000 2'523'940 CHF 2'533'940 CHF 98.67% 98.67%
14.11.2024 0.39% 2.52 CHF 2.53 CHF 1'000'000 1'000'000 1'000'000 1'000'000 2'550'540 CHF 2'560'540 CHF 100.00% 100.00%
13.11.2024 0.40% 2.50 CHF 2.51 CHF 1'000'000 1'000'000 1'000'000 1'000'000 2'465'570 CHF 2'475'570 CHF 99.08% 99.08%
12.11.2024 0.41% 2.46 CHF 2.47 CHF 1'000'000 1'000'000 1'000'000 1'000'000 2'458'120 CHF 2'468'120 CHF 99.82% 99.82%
11.11.2024 0.41% 2.43 CHF 2.44 CHF 1'000'000 1'000'000 1'000'000 1'000'000 2'414'250 CHF 2'424'250 CHF 99.78% 99.78%
08.11.2024 0.43% 2.34 CHF 2.35 CHF 1'000'000 1'000'000 1'000'000 1'000'000 2'304'640 CHF 2'314'640 CHF 99.17% 99.17%
07.11.2024 0.43% 2.28 CHF 2.29 CHF 1'000'000 1'000'000 1'000'000 1'000'000 2'306'070 CHF 2'316'070 CHF 99.96% 99.96%

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