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 1.23% 0.84 CHF 0.85 CHF 1'000'000 1'000'000 1'000'000 1'000'000 810'559 CHF 820'559 CHF 99.46% 99.46%
19.11.2024 1.25% 0.78 CHF 0.79 CHF 1'000'000 1'000'000 1'000'000 1'000'000 792'269 CHF 802'269 CHF 100.00% 100.00%
18.11.2024 1.23% 0.80 CHF 0.81 CHF 1'000'000 1'000'000 1'000'000 1'000'000 811'087 CHF 821'087 CHF 99.29% 99.29%
15.11.2024 1.23% 0.82 CHF 0.83 CHF 1'000'000 1'000'000 1'000'000 1'000'000 807'025 CHF 817'025 CHF 98.67% 98.67%
14.11.2024 1.19% 0.80 CHF 0.81 CHF 1'000'000 1'000'000 1'000'000 1'000'000 832'401 CHF 842'401 CHF 100.00% 100.00%
13.11.2024 1.31% 0.80 CHF 0.81 CHF 1'000'000 1'000'000 1'000'000 1'000'000 758'567 CHF 768'567 CHF 99.08% 99.08%
12.11.2024 1.32% 0.76 CHF 0.77 CHF 1'000'000 1'000'000 1'000'000 1'000'000 753'250 CHF 763'250 CHF 99.79% 99.79%
11.11.2024 1.39% 0.72 CHF 0.73 CHF 1'000'000 1'000'000 1'000'000 1'000'000 713'418 CHF 723'418 CHF 99.77% 99.77%
08.11.2024 1.61% 0.65 CHF 0.66 CHF 1'000'000 1'000'000 1'000'000 1'000'000 617'325 CHF 627'325 CHF 99.16% 99.16%
07.11.2024 1.62% 0.59 CHF 0.60 CHF 1'000'000 1'000'000 1'000'000 1'000'000 612'507 CHF 622'507 CHF 100.00% 100.00%

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