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 0.36% 2.77 CHF 2.78 CHF 300'000 100'000 300'000 100'000 823'281 CHF 275'427 CHF 99.44% 99.44%
19.11.2024 0.36% 2.74 CHF 2.75 CHF 300'000 100'000 300'000 100'000 828'042 CHF 277'014 CHF 99.44% 99.44%
18.11.2024 0.36% 2.76 CHF 2.77 CHF 300'000 100'000 300'000 100'000 830'543 CHF 277'848 CHF 96.99% 96.99%
15.11.2024 0.37% 2.75 CHF 2.76 CHF 300'000 100'000 300'000 100'000 811'486 CHF 271'495 CHF 99.45% 99.45%
14.11.2024 0.38% 2.63 CHF 2.64 CHF 300'000 100'000 300'000 100'000 784'586 CHF 262'529 CHF 99.44% 99.44%
13.11.2024 0.38% 2.64 CHF 2.65 CHF 300'000 100'000 300'000 100'000 790'069 CHF 264'356 CHF 96.93% 96.93%
12.11.2024 0.38% 2.64 CHF 2.65 CHF 300'000 100'000 300'000 100'000 789'413 CHF 264'138 CHF 96.85% 96.85%
11.11.2024 0.39% 2.61 CHF 2.62 CHF 300'000 100'000 300'000 100'000 775'102 CHF 259'367 CHF 99.44% 99.44%
08.11.2024 0.39% 2.56 CHF 2.57 CHF 300'000 100'000 300'000 100'000 759'206 CHF 254'069 CHF 99.28% 99.28%
07.11.2024 0.39% 2.53 CHF 2.54 CHF 300'000 100'000 300'000 100'000 762'797 CHF 255'266 CHF 98.70% 98.70%

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