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 0.46% 2.13 CHF 2.14 CHF 300'000 100'000 304'623 101'541 654'479 CHF 219'175 CHF 99.39% 99.39%
19.11.2024 0.49% 2.11 CHF 2.12 CHF 450'000 150'000 449'584 149'861 918'817 CHF 307'771 CHF 99.64% 99.64%
18.11.2024 0.49% 2.07 CHF 2.08 CHF 450'000 150'000 415'371 138'457 836'960 CHF 280'371 CHF 99.25% 99.25%
15.11.2024 0.46% 2.06 CHF 2.07 CHF 450'000 150'000 332'107 110'702 723'263 CHF 242'195 CHF 99.36% 99.36%
14.11.2024 0.44% 2.28 CHF 2.29 CHF 300'000 100'000 300'500 100'167 686'073 CHF 229'693 CHF 97.28% 97.28%
13.11.2024 0.43% 2.24 CHF 2.25 CHF 450'000 150'000 449'924 149'975 1'046'020 CHF 350'175 CHF 95.22% 95.22%
12.11.2024 0.42% 2.36 CHF 2.37 CHF 300'000 100'000 301'114 100'371 715'251 CHF 239'421 CHF 99.38% 99.38%
11.11.2024 0.40% 2.43 CHF 2.44 CHF 300'000 100'000 305'891 101'964 768'303 CHF 257'121 CHF 99.37% 99.37%
08.11.2024 0.39% 2.51 CHF 2.52 CHF 300'000 100'000 400'780 133'593 1'038'650 CHF 347'551 CHF 99.39% 99.39%
07.11.2024 0.43% 2.67 CHF 2.68 CHF 450'000 150'000 450'000 150'000 1'053'960 CHF 352'820 CHF 98.59% 98.59%

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