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 0.26% 3.85 CHF 3.86 CHF 500'000 100'000 500'000 100'000 1'938'910 CHF 388'783 CHF 99.27% 99.27%
19.11.2024 0.26% 3.80 CHF 3.81 CHF 500'000 100'000 500'000 100'000 1'898'810 CHF 380'761 CHF 99.27% 99.27%
18.11.2024 0.26% 3.82 CHF 3.83 CHF 500'000 100'000 500'000 100'000 1'908'400 CHF 382'681 CHF 99.27% 99.27%
15.11.2024 0.27% 3.77 CHF 3.78 CHF 500'000 100'000 500'000 100'000 1'861'330 CHF 373'267 CHF 99.27% 99.27%
14.11.2024 0.27% 3.83 CHF 3.84 CHF 500'000 100'000 500'000 100'000 1'865'140 CHF 374'029 CHF 99.27% 99.27%
13.11.2024 0.26% 3.83 CHF 3.84 CHF 500'000 100'000 500'000 100'000 1'915'240 CHF 384'047 CHF 99.27% 99.27%
12.11.2024 0.26% 3.73 CHF 3.74 CHF 500'000 100'000 500'000 100'000 1'893'880 CHF 379'776 CHF 99.25% 99.25%
11.11.2024 0.26% 3.88 CHF 3.89 CHF 500'000 100'000 500'000 100'000 1'947'510 CHF 390'502 CHF 99.27% 99.27%
08.11.2024 0.26% 3.88 CHF 3.89 CHF 500'000 100'000 500'000 100'000 1'936'520 CHF 388'305 CHF 99.25% 99.25%
07.11.2024 0.25% 3.98 CHF 3.99 CHF 500'000 100'000 500'000 100'000 1'993'340 CHF 399'667 CHF 1.12% 1.12%

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