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 0.47% 530.50 CHF 533.00 CHF 5'000 1'500 5'000 1'500 2'666'060 CHF 803'568 CHF 99.38% 99.38%
19.11.2024 0.47% 530.50 CHF 533.00 CHF 5'000 1'500 5'000 1'500 2'655'690 CHF 800'457 CHF 99.37% 99.37%
18.11.2024 0.47% 533.50 CHF 536.00 CHF 5'000 1'500 5'000 1'500 2'667'690 CHF 804'058 CHF 98.93% 98.93%
15.11.2024 0.46% 535.50 CHF 538.00 CHF 5'000 1'500 5'000 1'500 2'685'960 CHF 809'538 CHF 99.34% 99.34%
14.11.2024 0.47% 538.00 CHF 540.50 CHF 5'000 1'500 5'000 1'500 2'675'760 CHF 806'479 CHF 99.38% 99.38%
13.11.2024 0.47% 530.50 CHF 533.00 CHF 5'000 1'500 5'000 1'500 2'653'220 CHF 799'716 CHF 65.04% 65.04%
12.11.2024 0.46% 533.00 CHF 535.50 CHF 5'000 1'500 5'000 1'500 2'688'830 CHF 810'400 CHF 99.15% 99.15%
11.11.2024 0.46% 537.00 CHF 539.50 CHF 5'000 1'500 5'000 1'500 2'690'800 CHF 810'990 CHF 99.38% 99.38%
08.11.2024 0.47% 532.50 CHF 535.00 CHF 5'000 1'500 5'000 1'500 2'662'760 CHF 802'578 CHF 99.37% 99.37%
07.11.2024 0.47% 534.50 CHF 537.00 CHF 5'000 1'500 5'000 1'500 2'671'610 CHF 805'233 CHF 98.56% 98.56%

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