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 0.37% 2.73 CHF 2.74 CHF 300'000 100'000 300'000 100'000 814'060 CHF 272'353 CHF 99.34% 99.34%
19.11.2024 0.37% 2.71 CHF 2.72 CHF 300'000 100'000 300'000 100'000 799'529 CHF 267'510 CHF 98.81% 98.81%
18.11.2024 0.37% 2.70 CHF 2.71 CHF 300'000 100'000 300'000 100'000 807'903 CHF 270'301 CHF 97.26% 97.26%
15.11.2024 0.37% 2.71 CHF 2.72 CHF 300'000 100'000 300'000 100'000 800'938 CHF 267'979 CHF 99.21% 99.21%
14.11.2024 0.38% 2.62 CHF 2.63 CHF 300'000 100'000 300'000 100'000 790'514 CHF 264'505 CHF 98.24% 98.24%
13.11.2024 0.37% 2.69 CHF 2.70 CHF 300'000 100'000 300'000 100'000 813'719 CHF 272'240 CHF 96.74% 96.74%
12.11.2024 0.37% 2.72 CHF 2.73 CHF 300'000 100'000 300'000 100'000 798'623 CHF 267'208 CHF 89.42% 89.42%
11.11.2024 0.39% 2.62 CHF 2.63 CHF 300'000 100'000 300'000 100'000 763'054 CHF 255'351 CHF 98.82% 98.82%
08.11.2024 0.40% 2.49 CHF 2.50 CHF 300'000 100'000 300'000 100'000 751'893 CHF 251'631 CHF 93.34% 93.34%
07.11.2024 0.39% 2.51 CHF 2.52 CHF 300'000 100'000 300'000 100'000 773'470 CHF 258'823 CHF 98.26% 98.26%

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