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 0.39% 2.60 CHF 2.61 CHF 280'000 280'000 114'119 114'119 295'672 CHF 296'816 CHF 99.89% 99.89%
19.11.2024 0.40% 2.58 CHF 2.59 CHF 280'000 280'000 110'656 110'656 282'069 CHF 283'177 CHF 99.95% 99.95%
18.11.2024 0.40% 2.57 CHF 2.58 CHF 280'000 280'000 107'067 107'067 273'948 CHF 275'021 CHF 99.89% 99.89%
15.11.2024 0.40% 2.58 CHF 2.59 CHF 280'000 280'000 111'152 111'152 283'374 CHF 284'489 CHF 100.00% 100.00%
14.11.2024 0.41% 2.49 CHF 2.50 CHF 270'000 270'000 109'041 109'041 272'438 CHF 273'530 CHF 99.76% 99.76%
13.11.2024 0.39% 2.56 CHF 2.57 CHF 280'000 280'000 113'507 113'507 292'396 CHF 293'533 CHF 100.00% 100.00%
12.11.2024 0.40% 2.60 CHF 2.61 CHF 280'000 280'000 111'347 111'347 283'620 CHF 284'736 CHF 99.95% 99.95%
11.11.2024 0.42% 2.49 CHF 2.50 CHF 270'000 270'000 102'896 102'896 249'483 CHF 250'514 CHF 99.35% 99.35%
08.11.2024 0.43% 2.36 CHF 2.37 CHF 260'000 260'000 103'111 103'111 245'031 CHF 246'064 CHF 99.53% 99.53%
07.11.2024 0.42% 2.39 CHF 2.40 CHF 260'000 260'000 108'129 108'129 262'848 CHF 263'931 CHF 99.86% 99.86%

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