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% 1.98 CHF 1.99 CHF 450'000 150'000 450'000 150'000 902'947 CHF 302'482 CHF 99.44% 99.44%
19.11.2024 0.49% 2.01 CHF 2.02 CHF 450'000 150'000 450'000 150'000 908'358 CHF 304'286 CHF 98.95% 98.95%
18.11.2024 0.50% 2.06 CHF 2.07 CHF 450'000 150'000 450'000 150'000 905'403 CHF 303'301 CHF 97.62% 97.62%
15.11.2024 0.50% 2.02 CHF 2.03 CHF 450'000 150'000 450'000 150'000 903'254 CHF 302'585 CHF 99.44% 99.44%
14.11.2024 0.51% 1.99 CHF 2.00 CHF 450'000 150'000 450'000 150'000 882'595 CHF 295'698 CHF 99.44% 99.44%
13.11.2024 0.53% 1.88 CHF 1.89 CHF 450'000 150'000 450'000 150'000 842'477 CHF 282'326 CHF 96.93% 96.93%
12.11.2024 0.52% 1.86 CHF 1.87 CHF 450'000 150'000 450'000 150'000 869'831 CHF 291'444 CHF 96.97% 96.97%
11.11.2024 0.50% 1.97 CHF 1.98 CHF 450'000 150'000 450'000 150'000 903'102 CHF 302'534 CHF 99.47% 99.47%
08.11.2024 0.49% 1.99 CHF 2.00 CHF 450'000 150'000 450'000 150'000 914'224 CHF 306'241 CHF 90.59% 90.59%
07.11.2024 0.48% 2.10 CHF 2.11 CHF 450'000 150'000 450'000 150'000 944'016 CHF 316'172 CHF 98.69% 98.69%

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