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 0.25% 3.94 CHF 3.95 CHF 200'000 200'000 200'000 200'000 811'499 CHF 813'499 CHF 96.53% 96.53%
19.11.2024 0.25% 3.93 CHF 3.94 CHF 200'000 200'000 200'000 200'000 785'463 CHF 787'463 CHF 99.41% 99.41%
18.11.2024 0.24% 4.15 CHF 4.16 CHF 200'000 200'000 200'000 200'000 820'506 CHF 822'506 CHF 98.57% 98.57%
15.11.2024 0.24% 4.11 CHF 4.12 CHF 200'000 200'000 200'000 200'000 843'959 CHF 845'959 CHF 99.65% 99.65%
14.11.2024 0.23% 4.48 CHF 4.49 CHF 200'000 200'000 200'000 200'000 870'089 CHF 872'089 CHF 99.49% 99.49%
13.11.2024 0.25% 4.27 CHF 4.28 CHF 200'000 200'000 200'000 200'000 849'003 CHF 851'134 CHF 99.08% 99.08%
12.11.2024 0.22% 4.29 CHF 4.30 CHF 200'000 200'000 200'000 200'000 896'214 CHF 898'214 CHF 99.18% 99.18%
11.11.2024 0.21% 4.73 CHF 4.74 CHF 200'000 200'000 200'000 200'000 950'215 CHF 952'215 CHF 99.34% 99.34%
08.11.2024 0.22% 4.52 CHF 4.53 CHF 200'000 200'000 200'000 200'000 912'965 CHF 914'965 CHF 96.27% 96.27%
07.11.2024 0.22% 4.78 CHF 4.79 CHF 200'000 200'000 200'000 200'000 962'485 CHF 964'616 CHF 99.13% 99.13%

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