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 0.27% 3.68 CHF 3.69 CHF 500'000 100'000 500'000 100'000 1'864'910 CHF 373'983 CHF 99.38% 99.38%
19.11.2024 0.27% 3.67 CHF 3.68 CHF 500'000 100'000 500'000 100'000 1'847'220 CHF 370'443 CHF 99.38% 99.38%
18.11.2024 0.27% 3.72 CHF 3.73 CHF 500'000 100'000 500'000 100'000 1'842'070 CHF 369'415 CHF 99.38% 99.38%
15.11.2024 0.27% 3.68 CHF 3.69 CHF 500'000 100'000 500'000 100'000 1'824'350 CHF 365'871 CHF 99.37% 99.37%
14.11.2024 0.28% 3.62 CHF 3.63 CHF 500'000 100'000 500'000 100'000 1'784'500 CHF 357'899 CHF 99.37% 99.37%
13.11.2024 0.29% 3.51 CHF 3.52 CHF 500'000 100'000 500'000 100'000 1'748'040 CHF 350'608 CHF 99.37% 99.37%
12.11.2024 0.29% 3.42 CHF 3.43 CHF 500'000 100'000 500'000 100'000 1'745'290 CHF 350'058 CHF 99.37% 99.37%
11.11.2024 0.28% 3.58 CHF 3.59 CHF 500'000 100'000 500'000 100'000 1'786'620 CHF 358'323 CHF 99.38% 99.38%
08.11.2024 0.29% 3.46 CHF 3.47 CHF 500'000 100'000 500'000 100'000 1'737'600 CHF 348'519 CHF 99.38% 99.38%
07.11.2024 0.28% 3.60 CHF 3.61 CHF 500'000 100'000 500'000 100'000 1'802'910 CHF 361'582 CHF 1.12% 1.12%

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