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 0.48% 2.02 CHF 2.03 CHF 450'000 150'000 450'000 150'000 929'987 CHF 311'496 CHF 99.03% 99.03%
19.11.2024 0.48% 2.05 CHF 2.06 CHF 450'000 150'000 450'000 150'000 926'051 CHF 310'184 CHF 89.73% 89.73%
18.11.2024 0.45% 2.21 CHF 2.22 CHF 450'000 150'000 450'000 150'000 1'008'810 CHF 337'769 CHF 96.82% 96.82%
15.11.2024 0.43% 2.30 CHF 2.31 CHF 450'000 150'000 450'000 150'000 1'037'640 CHF 347'381 CHF 98.41% 98.41%
14.11.2024 0.42% 2.32 CHF 2.33 CHF 450'000 150'000 450'000 150'000 1'070'310 CHF 358'272 CHF 98.44% 98.44%
13.11.2024 0.48% 2.09 CHF 2.10 CHF 450'000 150'000 450'000 150'000 940'370 CHF 314'957 CHF 96.48% 96.48%
12.11.2024 0.46% 2.07 CHF 2.08 CHF 450'000 150'000 450'000 150'000 977'864 CHF 327'455 CHF 95.93% 95.93%
11.11.2024 0.44% 2.27 CHF 2.28 CHF 450'000 150'000 450'000 150'000 1'026'120 CHF 343'539 CHF 98.23% 98.23%
08.11.2024 0.45% 2.20 CHF 2.21 CHF 450'000 150'000 450'000 150'000 1'007'450 CHF 337'317 CHF 93.00% 93.00%
07.11.2024 0.44% 2.33 CHF 2.34 CHF 450'000 150'000 450'000 150'000 1'027'920 CHF 344'139 CHF 98.18% 98.18%

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