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 0.45% 2.21 CHF 2.22 CHF 450'000 100'000 450'000 100'000 991'858 CHF 221'413 CHF 99.16% 99.16%
19.11.2024 0.44% 2.25 CHF 2.26 CHF 450'000 100'000 450'000 100'000 1'027'660 CHF 229'369 CHF 99.16% 99.16%
18.11.2024 0.44% 2.28 CHF 2.29 CHF 450'000 100'000 450'000 100'000 1'026'270 CHF 229'060 CHF 99.20% 99.20%
15.11.2024 0.48% 2.27 CHF 2.28 CHF 450'000 100'000 450'000 100'000 936'416 CHF 209'092 CHF 99.16% 99.16%
14.11.2024 0.55% 1.81 CHF 1.82 CHF 450'000 100'000 450'000 100'000 820'886 CHF 183'419 CHF 99.15% 99.15%
13.11.2024 0.53% 1.82 CHF 1.83 CHF 450'000 100'000 450'000 100'000 839'275 CHF 187'506 CHF 99.16% 99.16%
12.11.2024 0.55% 1.79 CHF 1.80 CHF 450'000 100'000 450'000 100'000 811'104 CHF 181'245 CHF 99.15% 99.15%
11.11.2024 0.54% 1.85 CHF 1.86 CHF 450'000 100'000 450'000 100'000 826'638 CHF 184'697 CHF 99.16% 99.16%
08.11.2024 0.52% 1.90 CHF 1.91 CHF 450'000 100'000 450'000 100'000 865'850 CHF 193'411 CHF 99.17% 99.17%
07.11.2024 0.51% 1.91 CHF 1.92 CHF 450'000 100'000 450'000 100'000 881'111 CHF 196'803 CHF 97.98% 97.98%

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