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 0.50% 1.99 CHF 2.00 CHF 450'000 100'000 450'000 100'000 896'315 CHF 200'181 CHF 99.16% 99.16%
19.11.2024 0.48% 2.03 CHF 2.04 CHF 450'000 100'000 449'996 100'000 932'045 CHF 208'123 CHF 99.17% 99.17%
18.11.2024 0.48% 2.07 CHF 2.08 CHF 450'000 100'000 450'000 100'000 930'409 CHF 207'758 CHF 99.22% 99.22%
15.11.2024 0.53% 2.05 CHF 2.06 CHF 450'000 100'000 450'000 100'000 840'642 CHF 187'809 CHF 99.16% 99.16%
14.11.2024 0.62% 1.60 CHF 1.61 CHF 450'000 100'000 450'000 100'000 725'021 CHF 162'116 CHF 99.15% 99.15%
13.11.2024 0.60% 1.61 CHF 1.62 CHF 450'000 100'000 450'000 100'000 743'237 CHF 166'164 CHF 99.16% 99.16%
12.11.2024 0.63% 1.58 CHF 1.59 CHF 450'000 100'000 450'000 100'000 715'553 CHF 160'012 CHF 99.16% 99.16%
11.11.2024 0.61% 1.64 CHF 1.65 CHF 450'000 100'000 450'000 100'000 730'833 CHF 163'407 CHF 99.17% 99.17%
08.11.2024 0.58% 1.68 CHF 1.69 CHF 450'000 100'000 450'000 100'000 769'748 CHF 172'055 CHF 99.17% 99.17%
07.11.2024 0.57% 1.70 CHF 1.71 CHF 450'000 100'000 450'000 100'000 785'318 CHF 175'515 CHF 98.05% 98.05%

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