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% 3.85 CHF 3.86 CHF 500'000 100'000 500'000 100'000 1'967'680 CHF 394'537 CHF 99.27% 99.27%
19.11.2024 0.26% 3.86 CHF 3.87 CHF 500'000 100'000 500'000 100'000 1'934'740 CHF 387'948 CHF 99.27% 99.27%
18.11.2024 0.25% 4.09 CHF 4.10 CHF 500'000 100'000 500'000 100'000 2'019'420 CHF 404'884 CHF 99.27% 99.27%
15.11.2024 0.24% 4.01 CHF 4.02 CHF 500'000 100'000 500'000 100'000 2'044'330 CHF 409'866 CHF 99.27% 99.27%
14.11.2024 0.25% 4.08 CHF 4.09 CHF 500'000 100'000 500'000 100'000 1'973'580 CHF 395'716 CHF 99.27% 99.27%
13.11.2024 0.27% 3.79 CHF 3.80 CHF 500'000 100'000 500'000 100'000 1'864'650 CHF 373'930 CHF 99.27% 99.27%
12.11.2024 0.26% 3.60 CHF 3.61 CHF 500'000 100'000 500'000 100'000 1'898'560 CHF 380'713 CHF 99.25% 99.25%
11.11.2024 0.24% 4.08 CHF 4.09 CHF 500'000 100'000 500'000 100'000 2'053'670 CHF 411'732 CHF 99.27% 99.27%
08.11.2024 0.24% 4.00 CHF 4.01 CHF 500'000 100'000 500'000 100'000 2'082'500 CHF 417'499 CHF 99.25% 99.25%
07.11.2024 0.22% 4.49 CHF 4.50 CHF 500'000 100'000 500'000 100'000 2'241'350 CHF 449'270 CHF 1.12% 1.12%

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