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 0.34% 2.87 CHF 2.88 CHF 450'000 150'000 450'000 150'000 1'305'020 CHF 436'505 CHF 99.44% 99.44%
19.11.2024 0.34% 2.90 CHF 2.91 CHF 450'000 150'000 450'000 150'000 1'309'850 CHF 438'115 CHF 98.95% 98.95%
18.11.2024 0.34% 2.95 CHF 2.96 CHF 450'000 150'000 450'000 150'000 1'308'050 CHF 437'515 CHF 97.67% 97.67%
15.11.2024 0.34% 2.91 CHF 2.92 CHF 450'000 150'000 450'000 150'000 1'306'760 CHF 437'086 CHF 99.44% 99.44%
14.11.2024 0.35% 2.88 CHF 2.89 CHF 450'000 150'000 450'000 150'000 1'285'430 CHF 429'977 CHF 99.44% 99.44%
13.11.2024 0.36% 2.77 CHF 2.78 CHF 450'000 150'000 450'000 150'000 1'245'320 CHF 416'608 CHF 97.00% 97.00%
12.11.2024 0.35% 2.76 CHF 2.77 CHF 450'000 150'000 450'000 150'000 1'272'200 CHF 425'567 CHF 96.84% 96.84%
11.11.2024 0.34% 2.87 CHF 2.88 CHF 450'000 150'000 450'000 150'000 1'306'050 CHF 436'849 CHF 99.47% 99.47%
08.11.2024 0.34% 2.88 CHF 2.89 CHF 450'000 150'000 450'000 150'000 1'317'780 CHF 440'759 CHF 90.60% 90.60%
07.11.2024 0.33% 3.00 CHF 3.01 CHF 450'000 150'000 450'000 150'000 1'349'030 CHF 451'178 CHF 98.71% 98.71%

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