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 0.48% 2.12 CHF 2.13 CHF 300'000 100'000 300'000 100'000 628'527 CHF 210'509 CHF 99.44% 99.44%
19.11.2024 0.47% 2.10 CHF 2.11 CHF 300'000 100'000 300'000 100'000 634'182 CHF 212'394 CHF 99.44% 99.44%
18.11.2024 0.47% 2.11 CHF 2.12 CHF 300'000 100'000 300'000 100'000 635'577 CHF 212'859 CHF 97.24% 97.24%
15.11.2024 0.49% 2.10 CHF 2.11 CHF 300'000 100'000 300'000 100'000 616'210 CHF 206'403 CHF 99.45% 99.45%
14.11.2024 0.51% 1.98 CHF 1.99 CHF 300'000 100'000 300'000 100'000 589'213 CHF 197'404 CHF 99.44% 99.44%
13.11.2024 0.50% 1.99 CHF 2.00 CHF 300'000 100'000 300'000 100'000 596'602 CHF 199'867 CHF 96.92% 96.92%
12.11.2024 0.50% 2.00 CHF 2.01 CHF 300'000 100'000 300'000 100'000 595'577 CHF 199'526 CHF 96.91% 96.91%
11.11.2024 0.51% 1.97 CHF 1.98 CHF 300'000 100'000 300'000 100'000 581'638 CHF 194'879 CHF 99.44% 99.44%
08.11.2024 0.53% 1.92 CHF 1.93 CHF 300'000 100'000 300'000 100'000 567'396 CHF 190'132 CHF 99.28% 99.28%
07.11.2024 0.52% 1.89 CHF 1.90 CHF 300'000 100'000 300'000 100'000 570'010 CHF 191'003 CHF 98.70% 98.70%

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