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 0.22% 4.38 CHF 4.39 CHF 200'000 200'000 200'000 200'000 894'140 CHF 896'140 CHF 98.88% 98.88%
19.11.2024 0.23% 4.44 CHF 4.45 CHF 200'000 200'000 200'000 200'000 875'323 CHF 877'323 CHF 97.58% 97.58%
18.11.2024 0.22% 4.46 CHF 4.47 CHF 150'000 150'000 150'000 150'000 672'523 CHF 674'023 CHF 99.36% 99.36%
15.11.2024 0.21% 4.50 CHF 4.51 CHF 150'000 150'000 150'000 150'000 701'936 CHF 703'436 CHF 97.88% 97.88%
14.11.2024 0.20% 4.79 CHF 4.80 CHF 150'000 150'000 150'000 150'000 732'297 CHF 733'797 CHF 94.69% 94.69%
13.11.2024 0.21% 4.77 CHF 4.78 CHF 150'000 150'000 150'000 150'000 700'014 CHF 701'514 CHF 99.20% 99.20%
12.11.2024 0.22% 4.55 CHF 4.56 CHF 150'000 150'000 150'000 150'000 686'211 CHF 687'711 CHF 99.19% 99.19%
11.11.2024 0.22% 4.57 CHF 4.58 CHF 150'000 150'000 150'000 150'000 694'175 CHF 695'675 CHF 99.38% 99.38%
08.11.2024 0.22% 4.61 CHF 4.62 CHF 150'000 150'000 150'000 150'000 692'463 CHF 693'963 CHF 99.46% 99.46%
07.11.2024 0.22% 4.66 CHF 4.67 CHF 150'000 150'000 150'000 150'000 684'964 CHF 686'464 CHF 99.26% 99.26%

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