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 0.41% 2.42 CHF 2.43 CHF 300'000 100'000 300'000 100'000 732'937 CHF 245'312 CHF 99.63% 99.63%
19.11.2024 0.43% 2.40 CHF 2.41 CHF 300'000 100'000 300'000 100'000 700'919 CHF 234'640 CHF 98.93% 98.93%
18.11.2024 0.43% 2.36 CHF 2.37 CHF 300'000 100'000 300'000 100'000 693'665 CHF 232'222 CHF 99.23% 99.23%
15.11.2024 0.40% 2.35 CHF 2.36 CHF 300'000 100'000 300'000 100'000 744'761 CHF 249'254 CHF 99.35% 99.35%
14.11.2024 0.39% 2.58 CHF 2.59 CHF 300'000 100'000 300'000 100'000 773'651 CHF 258'884 CHF 97.32% 97.32%
13.11.2024 0.38% 2.53 CHF 2.54 CHF 300'000 100'000 300'000 100'000 784'999 CHF 262'666 CHF 95.28% 95.28%
12.11.2024 0.37% 2.65 CHF 2.66 CHF 300'000 100'000 300'000 100'000 800'119 CHF 267'706 CHF 99.31% 99.31%
11.11.2024 0.36% 2.73 CHF 2.74 CHF 300'000 100'000 300'000 100'000 841'338 CHF 281'446 CHF 99.40% 99.40%
08.11.2024 0.35% 2.80 CHF 2.81 CHF 300'000 100'000 300'000 100'000 864'217 CHF 289'072 CHF 99.38% 99.38%
07.11.2024 0.38% 2.96 CHF 2.97 CHF 450'000 150'000 450'000 150'000 1'184'170 CHF 396'223 CHF 98.57% 98.57%

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