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 0.50% 2.12 CHF 2.13 CHF 390'000 390'000 116'749 116'749 247'047 CHF 248'223 CHF 96.86% 99.26%
19.11.2024 0.52% 2.01 CHF 2.02 CHF 400'000 400'000 135'629 135'629 269'028 CHF 270'386 CHF 99.41% 99.41%
18.11.2024 0.54% 1.96 CHF 1.97 CHF 410'000 410'000 133'870 133'870 254'033 CHF 255'373 CHF 98.42% 98.42%
15.11.2024 0.53% 1.87 CHF 1.88 CHF 420'000 420'000 129'057 129'057 245'447 CHF 246'739 CHF 99.53% 99.53%
14.11.2024 0.53% 1.95 CHF 1.96 CHF 400'000 400'000 124'864 124'864 243'577 CHF 244'831 CHF 99.75% 99.75%
13.11.2024 0.55% 1.91 CHF 1.92 CHF 400'000 400'000 135'529 135'529 256'307 CHF 257'668 CHF 99.81% 99.81%
12.11.2024 0.57% 1.82 CHF 1.83 CHF 430'000 430'000 138'909 138'909 252'798 CHF 254'193 CHF 99.67% 99.67%
11.11.2024 0.62% 1.79 CHF 1.82 CHF 43'000 43'000 127'463 127'463 225'391 CHF 226'700 CHF 99.92% 99.92%
08.11.2024 0.59% 1.72 CHF 1.73 CHF 450'000 450'000 142'339 142'339 247'015 CHF 248'445 CHF 99.72% 99.72%
07.11.2024 0.61% 1.71 CHF 1.72 CHF 450'000 450'000 143'473 143'473 242'311 CHF 243'752 CHF 99.83% 99.83%

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