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 0.45% 2.20 CHF 2.21 CHF 450'000 150'000 450'000 150'000 1'002'190 CHF 335'562 CHF 99.44% 99.44%
19.11.2024 0.45% 2.23 CHF 2.24 CHF 450'000 150'000 450'000 150'000 1'007'490 CHF 337'330 CHF 98.94% 98.94%
18.11.2024 0.45% 2.28 CHF 2.29 CHF 450'000 150'000 450'000 150'000 1'004'780 CHF 336'426 CHF 97.64% 97.64%
15.11.2024 0.45% 2.24 CHF 2.25 CHF 450'000 150'000 450'000 150'000 1'002'940 CHF 335'812 CHF 99.44% 99.44%
14.11.2024 0.46% 2.21 CHF 2.22 CHF 450'000 150'000 450'000 150'000 981'999 CHF 328'833 CHF 99.44% 99.44%
13.11.2024 0.48% 2.10 CHF 2.11 CHF 450'000 150'000 450'000 150'000 941'991 CHF 315'497 CHF 97.00% 97.00%
12.11.2024 0.46% 2.08 CHF 2.09 CHF 450'000 150'000 450'000 150'000 969'209 CHF 324'570 CHF 96.91% 96.91%
11.11.2024 0.45% 2.19 CHF 2.21 CHF 450'000 150'000 450'000 150'000 1'002'580 CHF 335'692 CHF 99.47% 99.47%
08.11.2024 0.44% 2.21 CHF 2.22 CHF 450'000 150'000 450'000 150'000 1'013'900 CHF 339'466 CHF 90.60% 90.60%
07.11.2024 0.43% 2.33 CHF 2.34 CHF 450'000 150'000 450'000 150'000 1'043'950 CHF 349'483 CHF 98.70% 98.70%

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