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 0.48% 92.40 CHF 92.85 CHF 25'000 25'000 25'000 25'000 2'316'150 CHF 2'327'400 CHF 99.38% 99.38%
19.11.2024 0.49% 92.65 CHF 93.10 CHF 25'000 25'000 25'000 25'000 2'309'890 CHF 2'321'140 CHF 99.37% 99.37%
18.11.2024 0.49% 92.75 CHF 93.20 CHF 25'000 25'000 25'000 25'000 2'313'100 CHF 2'324'350 CHF 98.94% 98.94%
15.11.2024 0.48% 92.85 CHF 93.30 CHF 25'000 25'000 25'000 25'000 2'326'360 CHF 2'337'610 CHF 99.35% 99.35%
14.11.2024 0.48% 94.00 CHF 94.45 CHF 25'000 25'000 25'000 25'000 2'341'430 CHF 2'352'680 CHF 99.37% 99.37%
13.11.2024 0.48% 93.40 CHF 93.85 CHF 25'000 25'000 25'000 25'000 2'333'360 CHF 2'344'610 CHF 65.04% 65.04%
12.11.2024 0.48% 93.85 CHF 94.30 CHF 25'000 25'000 25'000 25'000 2'350'700 CHF 2'361'950 CHF 99.16% 99.16%
11.11.2024 0.48% 94.40 CHF 94.85 CHF 25'000 25'000 25'000 25'000 2'360'330 CHF 2'371'580 CHF 99.37% 99.37%
08.11.2024 0.48% 94.15 CHF 94.60 CHF 25'000 25'000 25'000 25'000 2'355'580 CHF 2'366'830 CHF 99.37% 99.37%
07.11.2024 0.48% 94.05 CHF 94.50 CHF 25'000 25'000 25'000 25'000 2'361'980 CHF 2'373'230 CHF 98.56% 98.56%

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