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 0.34% 2.92 CHF 2.93 CHF 900'000 300'000 900'000 300'000 2'614'890 CHF 874'630 CHF 99.34% 99.34%
02.12.2024 0.34% 2.93 CHF 2.94 CHF 900'000 300'000 900'000 300'000 2'613'890 CHF 874'298 CHF 92.28% 92.28%
29.11.2024 0.35% 2.88 CHF 2.89 CHF 900'000 300'000 690'568 233'588 1'995'320 CHF 677'265 CHF 99.38% 99.38%
28.11.2024 0.34% 2.90 CHF 2.91 CHF 600'000 200'000 600'000 200'000 1'745'160 CHF 583'718 CHF 98.34% 98.34%
27.11.2024 0.35% 2.89 CHF 2.90 CHF 600'000 200'000 600'000 200'000 1'730'920 CHF 578'972 CHF 99.37% 99.37%
26.11.2024 0.34% 2.94 CHF 2.95 CHF 600'000 200'000 600'000 200'000 1'750'620 CHF 585'540 CHF 97.47% 97.47%
25.11.2024 0.34% 2.94 CHF 2.95 CHF 600'000 200'000 600'000 200'000 1'772'680 CHF 592'895 CHF 98.81% 98.81%
22.11.2024 0.34% 2.99 CHF 3.00 CHF 600'000 200'000 600'000 200'000 1'787'770 CHF 597'924 CHF 99.37% 99.37%
20.11.2024 0.35% 2.89 CHF 2.90 CHF 600'000 200'000 600'000 200'000 1'735'800 CHF 580'599 CHF 99.02% 99.02%
19.11.2024 0.35% 2.88 CHF 2.89 CHF 600'000 200'000 600'000 200'000 1'726'890 CHF 577'630 CHF 99.38% 99.38%

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