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 0.43% 2.31 CHF 2.32 CHF 500'000 100'000 500'000 100'000 1'164'930 CHF 233'986 CHF 99.27% 99.27%
19.11.2024 0.43% 2.29 CHF 2.30 CHF 500'000 100'000 500'000 100'000 1'150'140 CHF 231'029 CHF 99.27% 99.27%
18.11.2024 0.44% 2.30 CHF 2.31 CHF 500'000 100'000 500'000 100'000 1'146'740 CHF 230'349 CHF 99.27% 99.27%
15.11.2024 0.44% 2.26 CHF 2.27 CHF 500'000 100'000 500'000 100'000 1'124'300 CHF 225'860 CHF 99.27% 99.27%
14.11.2024 0.45% 2.23 CHF 2.24 CHF 500'000 100'000 500'000 100'000 1'101'660 CHF 221'331 CHF 99.27% 99.27%
13.11.2024 0.45% 2.20 CHF 2.21 CHF 500'000 100'000 500'000 100'000 1'101'310 CHF 221'263 CHF 99.27% 99.27%
12.11.2024 0.45% 2.22 CHF 2.23 CHF 500'000 100'000 500'000 100'000 1'116'920 CHF 224'385 CHF 99.25% 99.25%
11.11.2024 0.44% 2.28 CHF 2.29 CHF 500'000 100'000 500'000 100'000 1'138'500 CHF 228'699 CHF 99.27% 99.27%
08.11.2024 0.45% 2.24 CHF 2.25 CHF 500'000 100'000 500'000 100'000 1'115'170 CHF 224'033 CHF 99.25% 99.25%
07.11.2024 0.43% 2.30 CHF 2.31 CHF 500'000 100'000 500'000 100'000 1'150'000 CHF 231'000 CHF 1.12% 1.12%

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