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
22.11.2024 0.28% 3.62 CHF 3.63 CHF 600'000 200'000 600'000 200'000 2'160'690 CHF 722'229 CHF 98.91% 98.91%
20.11.2024 0.28% 3.51 CHF 3.52 CHF 600'000 200'000 600'000 200'000 2'127'930 CHF 711'311 CHF 98.95% 98.95%
19.11.2024 0.29% 3.48 CHF 3.49 CHF 600'000 200'000 600'000 200'000 2'070'030 CHF 692'009 CHF 90.71% 90.71%
18.11.2024 0.29% 3.47 CHF 3.48 CHF 600'000 200'000 600'000 200'000 2'073'550 CHF 693'184 CHF 97.15% 97.15%
15.11.2024 0.29% 3.43 CHF 3.44 CHF 600'000 200'000 600'000 200'000 2'079'240 CHF 695'082 CHF 98.31% 98.31%
14.11.2024 0.29% 3.51 CHF 3.52 CHF 600'000 200'000 600'000 200'000 2'100'280 CHF 702'092 CHF 99.02% 99.02%
13.11.2024 0.29% 3.48 CHF 3.49 CHF 600'000 200'000 600'000 200'000 2'079'240 CHF 695'080 CHF 96.56% 96.56%
12.11.2024 0.28% 3.53 CHF 3.54 CHF 600'000 200'000 600'000 200'000 2'123'670 CHF 709'891 CHF 96.47% 96.47%
11.11.2024 0.28% 3.55 CHF 3.56 CHF 600'000 200'000 600'000 200'000 2'148'100 CHF 718'032 CHF 98.99% 98.99%
08.11.2024 0.28% 3.55 CHF 3.56 CHF 600'000 200'000 600'000 200'000 2'134'420 CHF 713'473 CHF 98.91% 98.91%

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