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 0.24% 3.99 CHF 4.00 CHF 350'000 150'000 350'000 150'000 1'427'400 CHF 613'241 CHF 99.43% 99.43%
19.11.2024 0.25% 4.05 CHF 4.06 CHF 350'000 150'000 350'000 150'000 1'394'930 CHF 599'328 CHF 99.41% 99.41%
18.11.2024 0.24% 4.07 CHF 4.08 CHF 350'000 150'000 350'000 150'000 1'431'790 CHF 615'123 CHF 97.70% 97.70%
15.11.2024 0.23% 4.11 CHF 4.12 CHF 350'000 150'000 350'000 150'000 1'500'320 CHF 644'495 CHF 99.43% 99.43%
14.11.2024 0.22% 4.40 CHF 4.41 CHF 350'000 150'000 350'000 150'000 1'570'470 CHF 674'556 CHF 99.43% 99.43%
13.11.2024 0.23% 4.38 CHF 4.39 CHF 350'000 150'000 350'000 150'000 1'495'670 CHF 642'500 CHF 96.92% 96.92%
12.11.2024 0.24% 4.16 CHF 4.17 CHF 350'000 150'000 350'000 150'000 1'464'710 CHF 629'232 CHF 96.86% 96.86%
11.11.2024 0.24% 4.18 CHF 4.19 CHF 350'000 150'000 350'000 150'000 1'483'330 CHF 637'213 CHF 99.44% 99.44%
08.11.2024 0.24% 4.22 CHF 4.23 CHF 350'000 150'000 350'000 150'000 1'481'200 CHF 636'299 CHF 99.36% 99.36%
07.11.2024 0.24% 4.28 CHF 4.29 CHF 350'000 150'000 350'000 150'000 1'462'100 CHF 628'116 CHF 98.68% 98.68%

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