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 0.30% 3.28 CHF 3.29 CHF 500'000 100'000 500'000 100'000 1'684'240 CHF 337'848 CHF 99.27% 99.27%
19.11.2024 0.30% 3.29 CHF 3.30 CHF 500'000 100'000 500'000 100'000 1'650'880 CHF 331'176 CHF 99.27% 99.27%
18.11.2024 0.29% 3.52 CHF 3.53 CHF 500'000 100'000 500'000 100'000 1'735'430 CHF 348'087 CHF 99.27% 99.27%
15.11.2024 0.28% 3.44 CHF 3.45 CHF 500'000 100'000 500'000 100'000 1'760'550 CHF 353'110 CHF 99.27% 99.27%
14.11.2024 0.30% 3.51 CHF 3.52 CHF 500'000 100'000 500'000 100'000 1'690'030 CHF 339'007 CHF 99.27% 99.27%
13.11.2024 0.32% 3.22 CHF 3.23 CHF 500'000 100'000 500'000 100'000 1'580'870 CHF 317'174 CHF 99.27% 99.27%
12.11.2024 0.31% 3.03 CHF 3.04 CHF 500'000 100'000 500'000 100'000 1'614'840 CHF 323'968 CHF 99.25% 99.25%
11.11.2024 0.28% 3.52 CHF 3.53 CHF 500'000 100'000 500'000 100'000 1'769'960 CHF 354'992 CHF 99.27% 99.27%
08.11.2024 0.28% 3.44 CHF 3.45 CHF 500'000 100'000 500'000 100'000 1'799'040 CHF 360'807 CHF 99.26% 99.26%
07.11.2024 0.25% 3.92 CHF 3.93 CHF 500'000 100'000 500'000 100'000 1'958'420 CHF 392'683 CHF 1.12% 1.12%

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