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 0.29% 3.38 CHF 3.39 CHF 500'000 100'000 500'000 100'000 1'708'480 CHF 342'697 CHF 99.27% 99.27%
19.11.2024 0.30% 3.34 CHF 3.35 CHF 500'000 100'000 500'000 100'000 1'668'810 CHF 334'761 CHF 99.27% 99.27%
18.11.2024 0.30% 3.36 CHF 3.37 CHF 500'000 100'000 500'000 100'000 1'678'400 CHF 336'681 CHF 99.27% 99.27%
15.11.2024 0.31% 3.31 CHF 3.32 CHF 500'000 100'000 500'000 100'000 1'631'330 CHF 327'267 CHF 99.27% 99.27%
14.11.2024 0.31% 3.37 CHF 3.38 CHF 500'000 100'000 500'000 100'000 1'635'140 CHF 328'029 CHF 99.27% 99.27%
13.11.2024 0.30% 3.37 CHF 3.38 CHF 500'000 100'000 500'000 100'000 1'685'240 CHF 338'047 CHF 99.27% 99.27%
12.11.2024 0.30% 3.27 CHF 3.28 CHF 500'000 100'000 500'000 100'000 1'663'880 CHF 333'776 CHF 99.25% 99.25%
11.11.2024 0.29% 3.43 CHF 3.44 CHF 500'000 100'000 500'000 100'000 1'718'030 CHF 344'605 CHF 99.27% 99.27%
08.11.2024 0.29% 3.42 CHF 3.43 CHF 500'000 100'000 500'000 100'000 1'706'520 CHF 342'305 CHF 99.26% 99.26%
07.11.2024 0.28% 3.52 CHF 3.53 CHF 500'000 100'000 500'000 100'000 1'763'340 CHF 353'667 CHF 1.12% 1.12%

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