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 0.40% 2.59 CHF 2.60 CHF 280'000 280'000 114'133 114'133 294'480 CHF 295'623 CHF 99.89% 99.89%
19.11.2024 0.40% 2.57 CHF 2.58 CHF 280'000 280'000 110'687 110'687 280'964 CHF 282'073 CHF 99.95% 99.95%
18.11.2024 0.40% 2.56 CHF 2.57 CHF 280'000 280'000 107'085 107'085 272'864 CHF 273'937 CHF 99.89% 99.89%
15.11.2024 0.40% 2.57 CHF 2.58 CHF 280'000 280'000 111'181 111'181 282'293 CHF 283'408 CHF 100.00% 100.00%
14.11.2024 0.41% 2.48 CHF 2.49 CHF 270'000 270'000 109'039 109'039 271'377 CHF 272'469 CHF 99.76% 99.76%
13.11.2024 0.40% 2.55 CHF 2.56 CHF 280'000 280'000 113'500 113'500 291'169 CHF 292'306 CHF 100.00% 100.00%
12.11.2024 0.40% 2.58 CHF 2.59 CHF 280'000 280'000 111'410 111'410 282'622 CHF 283'738 CHF 99.95% 99.95%
11.11.2024 0.42% 2.48 CHF 2.49 CHF 270'000 270'000 102'894 102'894 248'530 CHF 249'560 CHF 99.35% 99.35%
08.11.2024 0.43% 2.35 CHF 2.36 CHF 260'000 260'000 103'099 103'099 244'070 CHF 245'103 CHF 99.53% 99.53%
07.11.2024 0.42% 2.38 CHF 2.39 CHF 260'000 260'000 108'130 108'130 261'835 CHF 262'918 CHF 99.86% 99.86%

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