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 0.29% 3.36 CHF 3.37 CHF 600'000 200'000 600'000 200'000 2'038'070 CHF 681'358 CHF 98.92% 98.92%
19.11.2024 0.30% 3.33 CHF 3.34 CHF 600'000 200'000 600'000 200'000 1'980'240 CHF 662'079 CHF 90.71% 90.71%
18.11.2024 0.30% 3.32 CHF 3.33 CHF 600'000 200'000 600'000 200'000 1'983'540 CHF 663'179 CHF 97.21% 97.21%
15.11.2024 0.30% 3.28 CHF 3.29 CHF 600'000 200'000 600'000 200'000 1'989'140 CHF 665'045 CHF 98.31% 98.31%
14.11.2024 0.30% 3.36 CHF 3.37 CHF 600'000 200'000 600'000 200'000 2'010'280 CHF 672'092 CHF 99.01% 99.01%
13.11.2024 0.30% 3.33 CHF 3.34 CHF 600'000 200'000 600'000 200'000 1'989'230 CHF 665'078 CHF 96.41% 96.41%
12.11.2024 0.29% 3.38 CHF 3.39 CHF 600'000 200'000 600'000 200'000 2'033'690 CHF 679'897 CHF 96.52% 96.52%
11.11.2024 0.29% 3.40 CHF 3.41 CHF 600'000 200'000 600'000 200'000 2'058'010 CHF 688'004 CHF 98.98% 98.98%
08.11.2024 0.29% 3.40 CHF 3.41 CHF 600'000 200'000 600'000 200'000 2'044'190 CHF 683'395 CHF 98.92% 98.92%
07.11.2024 0.30% 3.39 CHF 3.40 CHF 600'000 200'000 600'000 200'000 2'009'290 CHF 671'764 CHF 98.28% 98.28%

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