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 0.15% 6.76 CHF 6.77 CHF 150'000 50'000 150'000 50'000 1'020'720 CHF 340'741 CHF 99.37% 99.37%
19.11.2024 0.15% 6.70 CHF 6.71 CHF 150'000 50'000 332'158 110'695 2'211'630 CHF 738'155 CHF 99.38% 99.38%
18.11.2024 0.14% 6.99 CHF 7.00 CHF 450'000 150'000 450'000 150'000 3'161'070 CHF 1'055'190 CHF 97.52% 97.52%
15.11.2024 0.14% 7.04 CHF 7.05 CHF 450'000 150'000 450'000 150'000 3'230'600 CHF 1'078'370 CHF 99.37% 99.37%
14.11.2024 0.14% 7.32 CHF 7.33 CHF 450'000 150'000 450'000 150'000 3'218'990 CHF 1'074'500 CHF 99.37% 99.37%
13.11.2024 0.14% 7.01 CHF 7.02 CHF 450'000 150'000 450'000 150'000 3'166'590 CHF 1'057'030 CHF 96.98% 96.98%
12.11.2024 0.14% 6.92 CHF 6.93 CHF 450'000 150'000 450'000 150'000 3'172'800 CHF 1'059'100 CHF 96.93% 96.93%
11.11.2024 0.14% 7.06 CHF 7.07 CHF 450'000 150'000 450'000 150'000 3'153'570 CHF 1'052'690 CHF 99.35% 99.35%
08.11.2024 0.15% 6.91 CHF 6.92 CHF 450'000 150'000 450'000 150'000 3'101'120 CHF 1'035'210 CHF 99.23% 99.23%
07.11.2024 0.14% 6.95 CHF 6.96 CHF 450'000 150'000 450'000 150'000 3'169'260 CHF 1'057'920 CHF 98.68% 98.68%

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