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% 3.57 CHF 3.58 CHF 450'000 150'000 450'000 150'000 1'620'290 CHF 541'598 CHF 99.44% 99.44%
19.11.2024 0.28% 3.60 CHF 3.61 CHF 450'000 150'000 450'000 150'000 1'624'690 CHF 543'064 CHF 98.95% 98.95%
18.11.2024 0.28% 3.65 CHF 3.66 CHF 450'000 150'000 450'000 150'000 1'623'740 CHF 542'746 CHF 97.50% 97.50%
15.11.2024 0.28% 3.62 CHF 3.63 CHF 450'000 150'000 450'000 150'000 1'623'200 CHF 542'566 CHF 99.44% 99.44%
14.11.2024 0.28% 3.59 CHF 3.60 CHF 450'000 150'000 450'000 150'000 1'601'220 CHF 535'238 CHF 99.44% 99.44%
13.11.2024 0.29% 3.47 CHF 3.48 CHF 450'000 150'000 450'000 150'000 1'561'250 CHF 521'916 CHF 96.92% 96.92%
12.11.2024 0.28% 3.46 CHF 3.47 CHF 450'000 150'000 450'000 150'000 1'587'720 CHF 530'740 CHF 97.00% 97.00%
11.11.2024 0.28% 3.57 CHF 3.58 CHF 450'000 150'000 450'000 150'000 1'622'020 CHF 542'173 CHF 99.47% 99.47%
08.11.2024 0.27% 3.59 CHF 3.60 CHF 450'000 150'000 450'000 150'000 1'634'240 CHF 546'247 CHF 90.61% 90.61%
07.11.2024 0.27% 3.71 CHF 3.72 CHF 450'000 150'000 450'000 150'000 1'666'600 CHF 557'032 CHF 98.69% 98.69%

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