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 0.43% 2.27 CHF 2.28 CHF 300'000 100'000 300'000 100'000 688'772 CHF 230'591 CHF 99.23% 99.23%
19.11.2024 0.46% 2.26 CHF 2.27 CHF 300'000 100'000 301'605 100'535 660'560 CHF 221'192 CHF 98.91% 98.91%
18.11.2024 0.46% 2.22 CHF 2.23 CHF 300'000 100'000 313'246 104'415 678'748 CHF 227'294 CHF 99.66% 99.66%
15.11.2024 0.43% 2.20 CHF 2.21 CHF 450'000 150'000 312'294 104'098 727'943 CHF 243'689 CHF 99.36% 99.36%
14.11.2024 0.41% 2.43 CHF 2.44 CHF 300'000 100'000 300'000 100'000 729'286 CHF 244'095 CHF 98.30% 98.30%
13.11.2024 0.40% 2.39 CHF 2.40 CHF 300'000 100'000 300'000 100'000 741'007 CHF 248'002 CHF 95.24% 95.24%
12.11.2024 0.40% 2.51 CHF 2.52 CHF 300'000 100'000 300'000 100'000 756'515 CHF 253'172 CHF 99.37% 99.37%
11.11.2024 0.38% 2.58 CHF 2.59 CHF 300'000 100'000 300'000 100'000 797'552 CHF 266'850 CHF 99.37% 99.37%
08.11.2024 0.36% 2.65 CHF 2.66 CHF 300'000 100'000 300'000 100'000 820'720 CHF 274'573 CHF 99.36% 99.36%
07.11.2024 0.40% 2.81 CHF 2.82 CHF 450'000 150'000 450'000 150'000 1'119'260 CHF 374'586 CHF 98.57% 98.57%

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