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% 4.44 CHF 4.45 CHF 350'000 150'000 350'000 150'000 1'586'200 CHF 681'302 CHF 99.43% 99.43%
19.11.2024 0.23% 4.50 CHF 4.51 CHF 350'000 150'000 350'000 150'000 1'553'370 CHF 667'229 CHF 99.41% 99.41%
18.11.2024 0.22% 4.52 CHF 4.53 CHF 350'000 150'000 350'000 150'000 1'590'780 CHF 683'261 CHF 97.70% 97.70%
15.11.2024 0.21% 4.57 CHF 4.58 CHF 350'000 150'000 350'000 150'000 1'659'500 CHF 712'715 CHF 99.43% 99.43%
14.11.2024 0.20% 4.85 CHF 4.86 CHF 350'000 150'000 350'000 150'000 1'729'680 CHF 742'793 CHF 99.43% 99.43%
13.11.2024 0.21% 4.83 CHF 4.84 CHF 350'000 150'000 350'000 150'000 1'653'900 CHF 710'314 CHF 97.09% 97.09%
12.11.2024 0.22% 4.62 CHF 4.63 CHF 350'000 150'000 350'000 150'000 1'622'580 CHF 696'893 CHF 96.92% 96.92%
11.11.2024 0.21% 4.63 CHF 4.64 CHF 350'000 150'000 350'000 150'000 1'640'800 CHF 704'701 CHF 99.43% 99.43%
08.11.2024 0.21% 4.67 CHF 4.68 CHF 350'000 150'000 350'000 150'000 1'637'470 CHF 703'274 CHF 99.36% 99.36%
07.11.2024 0.22% 4.72 CHF 4.73 CHF 350'000 150'000 350'000 150'000 1'618'800 CHF 695'269 CHF 98.66% 98.66%

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