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 0.15% 6.71 CHF 6.72 CHF 250'000 250'000 250'000 250'000 1'641'800 CHF 1'644'300 CHF 99.55% 99.55%
19.11.2024 0.16% 6.49 CHF 6.50 CHF 250'000 250'000 246'602 246'602 1'613'970 CHF 1'616'460 CHF 99.48% 99.48%
18.11.2024 0.16% 6.42 CHF 6.43 CHF 250'000 250'000 250'000 250'000 1'571'420 CHF 1'573'920 CHF 99.56% 99.56%
15.11.2024 0.18% 6.09 CHF 6.10 CHF 250'000 250'000 245'485 245'485 1'485'650 CHF 1'488'140 CHF 99.61% 99.61%
14.11.2024 0.18% 6.08 CHF 6.09 CHF 250'000 250'000 245'591 245'591 1'459'000 CHF 1'461'550 CHF 98.78% 98.78%
13.11.2024 0.27% 6.32 CHF 6.35 CHF 200'000 200'000 231'268 231'268 1'473'530 CHF 1'477'200 CHF 96.78% 96.78%
12.11.2024 0.16% 6.30 CHF 6.31 CHF 250'000 250'000 250'000 250'000 1'578'380 CHF 1'580'880 CHF 99.51% 99.51%
11.11.2024 0.18% 6.42 CHF 6.43 CHF 250'000 250'000 240'758 240'758 1'622'480 CHF 1'625'300 CHF 99.56% 99.56%
08.11.2024 0.14% 7.01 CHF 7.02 CHF 250'000 250'000 250'000 250'000 1'758'470 CHF 1'760'970 CHF 99.53% 99.53%
07.11.2024 0.15% 7.10 CHF 7.11 CHF 250'000 250'000 249'243 249'243 1'725'530 CHF 1'728'030 CHF 99.53% 99.53%

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