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 0.23% 4.32 CHF 4.33 CHF 300'000 100'000 300'000 100'000 1'288'660 CHF 430'553 CHF 98.95% 98.95%
19.11.2024 0.23% 4.28 CHF 4.29 CHF 300'000 100'000 300'000 100'000 1'282'950 CHF 428'651 CHF 90.65% 90.65%
18.11.2024 0.23% 4.30 CHF 4.31 CHF 300'000 100'000 300'000 100'000 1'287'210 CHF 430'071 CHF 96.88% 96.88%
15.11.2024 0.23% 4.29 CHF 4.30 CHF 300'000 100'000 300'000 100'000 1'283'810 CHF 428'938 CHF 98.32% 98.32%
14.11.2024 0.23% 4.26 CHF 4.27 CHF 300'000 100'000 300'000 100'000 1'285'480 CHF 429'494 CHF 98.11% 98.11%
13.11.2024 0.23% 4.28 CHF 4.29 CHF 300'000 100'000 300'000 100'000 1'280'010 CHF 427'671 CHF 96.11% 96.11%
12.11.2024 0.24% 4.25 CHF 4.26 CHF 300'000 100'000 300'000 100'000 1'249'420 CHF 417'473 CHF 95.03% 95.03%
11.11.2024 0.26% 3.90 CHF 3.91 CHF 300'000 100'000 300'000 100'000 1'168'050 CHF 390'349 CHF 98.40% 98.40%
08.11.2024 0.25% 3.94 CHF 3.95 CHF 300'000 100'000 300'000 100'000 1'182'140 CHF 395'045 CHF 93.17% 93.17%
07.11.2024 0.26% 3.92 CHF 3.93 CHF 300'000 100'000 300'000 100'000 1'174'350 CHF 392'450 CHF 98.31% 98.31%

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