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 0.41% 2.43 CHF 2.44 CHF 900'000 300'000 900'000 300'000 2'178'030 CHF 729'011 CHF 99.33% 99.33%
02.12.2024 0.41% 2.44 CHF 2.45 CHF 900'000 300'000 900'000 300'000 2'173'690 CHF 727'563 CHF 92.27% 92.27%
29.11.2024 0.42% 2.40 CHF 2.41 CHF 900'000 300'000 690'569 233'589 1'660'460 CHF 564'016 CHF 99.38% 99.38%
28.11.2024 0.41% 2.42 CHF 2.43 CHF 600'000 200'000 600'000 200'000 1'452'470 CHF 486'155 CHF 98.33% 98.33%
27.11.2024 0.42% 2.40 CHF 2.41 CHF 600'000 200'000 600'000 200'000 1'438'830 CHF 481'611 CHF 99.37% 99.37%
26.11.2024 0.41% 2.45 CHF 2.46 CHF 600'000 200'000 600'000 200'000 1'457'070 CHF 487'691 CHF 97.46% 97.46%
25.11.2024 0.40% 2.46 CHF 2.47 CHF 600'000 200'000 600'000 200'000 1'478'520 CHF 494'839 CHF 98.81% 98.81%
22.11.2024 0.40% 2.50 CHF 2.51 CHF 600'000 200'000 600'000 200'000 1'493'380 CHF 499'793 CHF 99.37% 99.37%
20.11.2024 0.41% 2.40 CHF 2.41 CHF 600'000 200'000 600'000 200'000 1'442'890 CHF 482'964 CHF 99.03% 99.03%
19.11.2024 0.42% 2.39 CHF 2.40 CHF 600'000 200'000 600'000 200'000 1'436'080 CHF 480'692 CHF 99.37% 99.37%

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