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 0.25% 3.92 CHF 3.93 CHF 200'000 200'000 200'000 200'000 802'490 CHF 804'490 CHF 99.00% 99.00%
19.11.2024 0.25% 3.98 CHF 3.99 CHF 200'000 200'000 200'000 200'000 784'026 CHF 786'026 CHF 97.62% 97.62%
18.11.2024 0.25% 4.00 CHF 4.01 CHF 150'000 150'000 150'000 150'000 603'729 CHF 605'229 CHF 99.10% 99.10%
15.11.2024 0.24% 4.05 CHF 4.06 CHF 150'000 150'000 150'000 150'000 633'098 CHF 634'598 CHF 97.89% 97.89%
14.11.2024 0.23% 4.33 CHF 4.34 CHF 150'000 150'000 150'000 150'000 663'371 CHF 664'871 CHF 94.67% 94.67%
13.11.2024 0.24% 4.32 CHF 4.33 CHF 150'000 150'000 150'000 150'000 631'545 CHF 633'045 CHF 99.14% 99.14%
12.11.2024 0.24% 4.10 CHF 4.11 CHF 150'000 150'000 150'000 150'000 617'825 CHF 619'325 CHF 99.13% 99.13%
11.11.2024 0.24% 4.11 CHF 4.12 CHF 150'000 150'000 150'000 150'000 626'042 CHF 627'542 CHF 99.34% 99.34%
08.11.2024 0.24% 4.15 CHF 4.16 CHF 150'000 150'000 150'000 150'000 624'927 CHF 626'427 CHF 99.42% 99.42%
07.11.2024 0.24% 4.21 CHF 4.22 CHF 150'000 150'000 150'000 150'000 617'196 CHF 618'696 CHF 99.31% 99.31%

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