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 0.39% 2.54 CHF 2.55 CHF 225'000 75'000 225'000 75'000 581'192 CHF 194'481 CHF 99.34% 99.34%
19.11.2024 0.41% 2.45 CHF 2.46 CHF 225'000 75'000 225'000 75'000 546'582 CHF 182'944 CHF 96.58% 96.58%
18.11.2024 0.36% 2.75 CHF 2.76 CHF 225'000 75'000 225'000 75'000 628'625 CHF 210'292 CHF 97.54% 97.54%
15.11.2024 0.32% 2.96 CHF 2.97 CHF 150'000 50'000 150'000 50'000 463'696 CHF 155'065 CHF 96.58% 96.58%
14.11.2024 0.33% 3.23 CHF 3.24 CHF 150'000 50'000 150'000 50'000 460'763 CHF 154'088 CHF 99.34% 99.34%
13.11.2024 0.34% 2.93 CHF 2.94 CHF 150'000 50'000 150'000 50'000 443'437 CHF 148'312 CHF 99.35% 99.35%
12.11.2024 0.34% 2.84 CHF 2.85 CHF 150'000 50'000 153'582 51'194 456'036 CHF 152'524 CHF 99.37% 99.37%
11.11.2024 0.34% 2.98 CHF 2.99 CHF 225'000 75'000 196'166 65'389 572'631 CHF 191'531 CHF 99.31% 99.31%
08.11.2024 0.36% 2.82 CHF 2.83 CHF 225'000 75'000 225'000 75'000 629'804 CHF 210'685 CHF 99.33% 99.33%
07.11.2024 0.34% 2.85 CHF 2.86 CHF 150'000 50'000 150'000 50'000 440'410 CHF 147'303 CHF 98.74% 98.74%

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