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 0.27% 3.60 CHF 3.61 CHF 200'000 200'000 200'000 200'000 738'871 CHF 740'871 CHF 99.14% 99.14%
19.11.2024 0.28% 3.66 CHF 3.67 CHF 200'000 200'000 200'000 200'000 720'564 CHF 722'564 CHF 98.87% 98.87%
18.11.2024 0.27% 3.68 CHF 3.69 CHF 150'000 150'000 150'000 150'000 556'009 CHF 557'509 CHF 98.94% 98.94%
15.11.2024 0.26% 3.73 CHF 3.74 CHF 150'000 150'000 150'000 150'000 585'298 CHF 586'798 CHF 97.86% 97.86%
14.11.2024 0.24% 4.01 CHF 4.02 CHF 150'000 150'000 150'000 150'000 615'321 CHF 616'821 CHF 97.92% 97.92%
13.11.2024 0.26% 4.00 CHF 4.01 CHF 150'000 150'000 150'000 150'000 584'056 CHF 585'556 CHF 98.90% 98.90%
12.11.2024 0.26% 3.78 CHF 3.79 CHF 150'000 150'000 150'000 150'000 570'462 CHF 571'962 CHF 99.15% 99.15%
11.11.2024 0.26% 3.80 CHF 3.81 CHF 150'000 150'000 150'000 150'000 578'757 CHF 580'257 CHF 99.40% 99.40%
08.11.2024 0.26% 3.84 CHF 3.85 CHF 150'000 150'000 150'000 150'000 578'035 CHF 579'535 CHF 99.43% 99.43%
07.11.2024 0.26% 3.90 CHF 3.91 CHF 150'000 150'000 150'000 150'000 570'151 CHF 571'651 CHF 98.68% 98.68%

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