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 0.28% 3.41 CHF 3.42 CHF 200'000 200'000 200'000 200'000 706'710 CHF 708'710 CHF 96.54% 96.54%
19.11.2024 0.29% 3.40 CHF 3.41 CHF 200'000 200'000 200'000 200'000 680'718 CHF 682'718 CHF 99.39% 99.39%
18.11.2024 0.28% 3.63 CHF 3.64 CHF 200'000 200'000 200'000 200'000 715'744 CHF 717'744 CHF 98.57% 98.57%
15.11.2024 0.27% 3.59 CHF 3.60 CHF 200'000 200'000 200'000 200'000 739'220 CHF 741'220 CHF 99.37% 99.37%
14.11.2024 0.26% 3.96 CHF 3.97 CHF 200'000 200'000 200'000 200'000 765'500 CHF 767'500 CHF 99.49% 99.49%
13.11.2024 0.29% 3.75 CHF 3.76 CHF 200'000 200'000 200'000 200'000 744'360 CHF 746'491 CHF 99.09% 99.09%
12.11.2024 0.25% 3.77 CHF 3.78 CHF 200'000 200'000 200'000 200'000 791'655 CHF 793'655 CHF 99.18% 99.18%
11.11.2024 0.24% 4.21 CHF 4.22 CHF 200'000 200'000 200'000 200'000 845'552 CHF 847'552 CHF 99.34% 99.34%
08.11.2024 0.25% 3.99 CHF 4.00 CHF 200'000 200'000 200'000 200'000 808'282 CHF 810'282 CHF 96.27% 96.27%
07.11.2024 0.25% 4.25 CHF 4.26 CHF 200'000 200'000 200'000 200'000 857'852 CHF 859'983 CHF 99.13% 99.13%

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