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 2.61% 0.20 CHF 0.21 CHF 2'697'400 2'697'400 2'733'510 2'733'510 517'373 CHF 531'041 CHF 99.44% 99.44%
19.11.2024 2.71% 0.18 CHF 0.18 CHF 2'758'000 2'758'000 2'679'700 2'679'700 487'334 CHF 500'732 CHF 100.00% 100.00%
18.11.2024 2.62% 0.19 CHF 0.19 CHF 2'628'200 2'628'200 2'718'250 2'718'250 512'619 CHF 526'210 CHF 98.77% 98.77%
15.11.2024 2.65% 0.20 CHF 0.20 CHF 2'779'500 2'779'500 2'659'280 2'659'280 495'041 CHF 508'338 CHF 98.67% 98.67%
14.11.2024 2.52% 0.19 CHF 0.19 CHF 2'582'500 2'582'500 2'833'080 2'833'080 556'342 CHF 570'508 CHF 100.00% 100.00%
13.11.2024 2.91% 0.19 CHF 0.19 CHF 3'000'000 3'000'000 2'995'620 2'995'620 508'387 CHF 523'365 CHF 100.00% 100.00%
12.11.2024 2.94% 0.17 CHF 0.18 CHF 2'993'000 2'993'000 2'997'210 2'997'210 502'772 CHF 517'758 CHF 99.80% 99.80%
11.11.2024 3.18% 0.16 CHF 0.17 CHF 3'000'000 3'000'000 3'000'000 3'000'000 464'540 CHF 479'540 CHF 99.73% 99.73%
08.11.2024 3.86% 0.14 CHF 0.14 CHF 3'000'000 3'000'000 3'000'000 3'000'000 381'168 CHF 396'168 CHF 99.15% 99.15%
07.11.2024 3.91% 0.12 CHF 0.13 CHF 3'000'000 3'000'000 3'000'000 3'000'000 377'514 CHF 392'514 CHF 99.96% 99.96%

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