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 0.32% 3.02 CHF 3.03 CHF 450'000 150'000 450'000 150'000 1'387'560 CHF 464'019 CHF 99.38% 99.38%
19.11.2024 0.36% 2.84 CHF 2.85 CHF 450'000 150'000 450'000 150'000 1'264'530 CHF 423'010 CHF 99.38% 99.38%
18.11.2024 0.35% 2.88 CHF 2.89 CHF 450'000 150'000 450'000 150'000 1'279'650 CHF 428'048 CHF 99.38% 99.38%
15.11.2024 0.34% 2.86 CHF 2.87 CHF 450'000 150'000 450'000 150'000 1'306'750 CHF 437'085 CHF 99.36% 99.36%
14.11.2024 0.34% 2.94 CHF 2.95 CHF 450'000 150'000 450'000 150'000 1'330'790 CHF 445'095 CHF 99.37% 99.37%
13.11.2024 0.33% 3.00 CHF 3.01 CHF 450'000 150'000 450'000 150'000 1'358'280 CHF 454'260 CHF 99.38% 99.38%
12.11.2024 0.32% 3.01 CHF 3.02 CHF 450'000 150'000 450'000 150'000 1'410'920 CHF 471'805 CHF 99.15% 99.15%
11.11.2024 0.31% 3.25 CHF 3.26 CHF 450'000 150'000 450'000 150'000 1'461'840 CHF 488'778 CHF 99.37% 99.37%
08.11.2024 0.32% 3.13 CHF 3.14 CHF 450'000 150'000 450'000 150'000 1'390'980 CHF 465'160 CHF 99.37% 99.37%
07.11.2024 0.32% 3.11 CHF 3.12 CHF 450'000 150'000 450'000 150'000 1'404'830 CHF 469'777 CHF 98.58% 98.58%

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