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% 1.98 CHF 1.99 CHF 450'000 150'000 445'205 148'402 891'854 CHF 298'769 CHF 99.20% 99.20%
19.11.2024 0.53% 1.96 CHF 1.97 CHF 450'000 150'000 450'000 150'000 854'030 CHF 286'177 CHF 98.88% 98.88%
18.11.2024 0.53% 1.92 CHF 1.93 CHF 450'000 150'000 450'000 150'000 842'120 CHF 282'207 CHF 99.66% 99.66%
15.11.2024 0.49% 1.91 CHF 1.92 CHF 450'000 150'000 450'000 150'000 918'778 CHF 307'759 CHF 99.37% 99.37%
14.11.2024 0.47% 2.14 CHF 2.15 CHF 450'000 150'000 444'792 148'264 950'571 CHF 318'340 CHF 98.20% 98.20%
13.11.2024 0.46% 2.09 CHF 2.10 CHF 450'000 150'000 450'000 150'000 980'117 CHF 328'206 CHF 95.24% 95.24%
12.11.2024 0.45% 2.21 CHF 2.22 CHF 450'000 150'000 448'531 149'510 999'999 CHF 334'828 CHF 99.38% 99.38%
11.11.2024 0.42% 2.29 CHF 2.30 CHF 450'000 150'000 448'367 149'456 1'061'550 CHF 355'343 CHF 99.41% 99.41%
08.11.2024 0.41% 2.36 CHF 2.37 CHF 450'000 150'000 449'797 149'932 1'100'820 CHF 368'440 CHF 99.35% 99.35%
07.11.2024 0.46% 2.52 CHF 2.53 CHF 450'000 150'000 450'000 150'000 989'423 CHF 331'308 CHF 98.59% 98.59%

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