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 0.37% 2.65 CHF 2.66 CHF 450'000 150'000 450'000 150'000 1'204'540 CHF 403'014 CHF 99.44% 99.44%
19.11.2024 0.37% 2.68 CHF 2.69 CHF 450'000 150'000 450'000 150'000 1'209'520 CHF 404'675 CHF 98.94% 98.94%
18.11.2024 0.37% 2.73 CHF 2.74 CHF 450'000 150'000 450'000 150'000 1'207'420 CHF 403'975 CHF 97.67% 97.67%
15.11.2024 0.37% 2.69 CHF 2.70 CHF 450'000 150'000 450'000 150'000 1'205'960 CHF 403'487 CHF 99.44% 99.44%
14.11.2024 0.38% 2.66 CHF 2.67 CHF 450'000 150'000 450'000 150'000 1'184'820 CHF 396'439 CHF 99.44% 99.44%
13.11.2024 0.39% 2.55 CHF 2.56 CHF 450'000 150'000 450'000 150'000 1'144'770 CHF 383'091 CHF 96.93% 96.93%
12.11.2024 0.38% 2.53 CHF 2.54 CHF 450'000 150'000 450'000 150'000 1'171'750 CHF 392'084 CHF 96.91% 96.91%
11.11.2024 0.37% 2.65 CHF 2.66 CHF 450'000 150'000 450'000 150'000 1'205'320 CHF 403'274 CHF 99.47% 99.47%
08.11.2024 0.37% 2.66 CHF 2.67 CHF 450'000 150'000 450'000 150'000 1'217'060 CHF 407'188 CHF 90.60% 90.60%
07.11.2024 0.36% 2.78 CHF 2.79 CHF 450'000 150'000 450'000 150'000 1'247'940 CHF 417'478 CHF 98.69% 98.69%

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