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
03.12.2024 0.30% 3.33 CHF 3.34 CHF 900'000 300'000 900'000 300'000 2'983'510 CHF 997'504 CHF 99.33% 99.33%
02.12.2024 0.30% 3.34 CHF 3.35 CHF 900'000 300'000 900'000 300'000 2'983'150 CHF 997'383 CHF 92.27% 92.27%
29.11.2024 0.30% 3.29 CHF 3.30 CHF 900'000 300'000 690'569 233'589 2'277'610 CHF 772'758 CHF 99.38% 99.38%
28.11.2024 0.30% 3.31 CHF 3.32 CHF 600'000 200'000 600'000 200'000 1'991'140 CHF 665'712 CHF 98.34% 98.34%
27.11.2024 0.30% 3.30 CHF 3.31 CHF 600'000 200'000 600'000 200'000 1'975'800 CHF 660'600 CHF 99.37% 99.37%
26.11.2024 0.30% 3.35 CHF 3.36 CHF 600'000 200'000 600'000 200'000 1'996'860 CHF 667'619 CHF 97.46% 97.46%
25.11.2024 0.30% 3.36 CHF 3.37 CHF 600'000 200'000 600'000 200'000 2'019'610 CHF 675'202 CHF 98.81% 98.81%
22.11.2024 0.29% 3.41 CHF 3.42 CHF 600'000 200'000 600'000 200'000 2'036'180 CHF 680'728 CHF 99.37% 99.37%
20.11.2024 0.30% 3.30 CHF 3.31 CHF 600'000 200'000 600'000 200'000 1'981'770 CHF 662'591 CHF 99.02% 99.02%
19.11.2024 0.30% 3.29 CHF 3.30 CHF 600'000 200'000 600'000 200'000 1'972'400 CHF 659'466 CHF 99.37% 99.37%

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