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 0.13% 7.56 CHF 7.57 CHF 150'000 50'000 150'000 50'000 1'140'570 CHF 380'690 CHF 99.36% 99.36%
19.11.2024 0.13% 7.50 CHF 7.51 CHF 150'000 50'000 332'155 110'695 2'476'610 CHF 826'470 CHF 99.38% 99.38%
18.11.2024 0.13% 7.79 CHF 7.80 CHF 450'000 150'000 450'000 150'000 3'521'200 CHF 1'175'230 CHF 97.56% 97.56%
15.11.2024 0.13% 7.84 CHF 7.85 CHF 450'000 150'000 450'000 150'000 3'591'460 CHF 1'198'650 CHF 99.38% 99.38%
14.11.2024 0.13% 8.12 CHF 8.13 CHF 450'000 150'000 450'000 150'000 3'579'260 CHF 1'194'590 CHF 99.38% 99.38%
13.11.2024 0.13% 7.81 CHF 7.82 CHF 450'000 150'000 450'000 150'000 3'526'820 CHF 1'177'110 CHF 96.89% 96.89%
12.11.2024 0.13% 7.72 CHF 7.73 CHF 450'000 150'000 450'000 150'000 3'532'710 CHF 1'179'070 CHF 96.85% 96.85%
11.11.2024 0.13% 7.86 CHF 7.87 CHF 450'000 150'000 450'000 150'000 3'513'950 CHF 1'172'820 CHF 99.35% 99.35%
08.11.2024 0.13% 7.71 CHF 7.72 CHF 450'000 150'000 450'000 150'000 3'462'060 CHF 1'155'520 CHF 99.23% 99.23%
07.11.2024 0.13% 7.76 CHF 7.77 CHF 450'000 150'000 450'000 150'000 3'531'500 CHF 1'178'670 CHF 98.68% 98.68%

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