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 0.24% 4.07 CHF 4.08 CHF 500'000 100'000 500'000 100'000 2'048'730 CHF 410'747 CHF 99.27% 99.27%
19.11.2024 0.25% 4.02 CHF 4.03 CHF 500'000 100'000 500'000 100'000 2'027'780 CHF 406'555 CHF 99.27% 99.27%
18.11.2024 0.25% 4.00 CHF 4.01 CHF 500'000 100'000 500'000 100'000 1'967'220 CHF 394'444 CHF 99.27% 99.27%
15.11.2024 0.26% 3.81 CHF 3.82 CHF 500'000 100'000 500'000 100'000 1'895'190 CHF 380'038 CHF 99.27% 99.27%
14.11.2024 0.27% 3.77 CHF 3.78 CHF 500'000 100'000 500'000 100'000 1'841'710 CHF 369'342 CHF 99.27% 99.27%
13.11.2024 0.27% 3.75 CHF 3.76 CHF 500'000 100'000 500'000 100'000 1'870'360 CHF 375'072 CHF 99.27% 99.27%
12.11.2024 0.26% 3.70 CHF 3.71 CHF 500'000 100'000 500'000 100'000 1'888'780 CHF 378'756 CHF 99.25% 99.25%
11.11.2024 0.26% 3.87 CHF 3.88 CHF 500'000 100'000 500'000 100'000 1'952'070 CHF 391'415 CHF 99.27% 99.27%
08.11.2024 0.28% 3.60 CHF 3.61 CHF 500'000 100'000 500'000 100'000 1'800'970 CHF 361'194 CHF 99.26% 99.26%
07.11.2024 0.28% 3.60 CHF 3.61 CHF 500'000 100'000 500'000 100'000 1'804'510 CHF 361'902 CHF 1.12% 1.12%

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