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 0.46% 2.13 CHF 2.14 CHF 750'000 300'000 750'000 300'000 1'633'570 CHF 656'426 CHF 97.64% 97.64%
19.11.2024 0.46% 2.19 CHF 2.19 CHF 750'000 300'000 750'000 300'000 1'628'180 CHF 654'273 CHF 89.97% 89.97%
18.11.2024 0.45% 2.23 CHF 2.24 CHF 750'000 300'000 750'000 300'000 1'662'920 CHF 668'169 CHF 93.85% 93.85%
15.11.2024 0.46% 2.16 CHF 2.17 CHF 750'000 300'000 750'000 300'000 1'628'150 CHF 654'260 CHF 94.09% 94.09%
14.11.2024 0.46% 2.17 CHF 2.18 CHF 750'000 300'000 750'000 300'000 1'615'180 CHF 649'070 CHF 97.35% 97.35%
13.11.2024 0.47% 2.12 CHF 2.13 CHF 750'000 300'000 750'000 300'000 1'607'710 CHF 646'083 CHF 94.21% 94.21%
12.11.2024 0.46% 2.13 CHF 2.13 CHF 750'000 300'000 750'000 300'000 1'633'310 CHF 656'323 CHF 92.48% 92.48%
11.11.2024 0.45% 2.22 CHF 2.23 CHF 750'000 300'000 750'000 300'000 1'653'920 CHF 664'570 CHF 94.24% 94.24%
08.11.2024 0.46% 2.17 CHF 2.18 CHF 750'000 300'000 750'000 300'000 1'636'080 CHF 657'434 CHF 92.63% 92.63%
07.11.2024 0.45% 2.22 CHF 2.23 CHF 750'000 300'000 750'000 300'000 1'677'090 CHF 673'837 CHF 97.78% 97.78%

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