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 0.38% 2.65 CHF 2.66 CHF 150'000 50'000 150'000 50'000 398'531 CHF 133'344 CHF 98.93% 98.93%
19.11.2024 0.37% 2.67 CHF 2.68 CHF 150'000 50'000 150'000 50'000 405'144 CHF 135'548 CHF 98.90% 98.90%
18.11.2024 0.36% 2.73 CHF 2.74 CHF 150'000 50'000 150'000 50'000 413'833 CHF 138'444 CHF 97.05% 97.05%
15.11.2024 0.36% 2.79 CHF 2.80 CHF 150'000 50'000 150'000 50'000 419'890 CHF 140'463 CHF 99.37% 99.37%
14.11.2024 0.36% 2.76 CHF 2.77 CHF 150'000 50'000 150'000 50'000 413'632 CHF 138'377 CHF 99.37% 99.37%
13.11.2024 0.37% 2.70 CHF 2.71 CHF 150'000 50'000 150'000 50'000 399'590 CHF 133'697 CHF 96.85% 96.85%
12.11.2024 0.38% 2.67 CHF 2.68 CHF 150'000 50'000 150'000 50'000 390'460 CHF 130'653 CHF 96.83% 96.83%
11.11.2024 0.39% 2.57 CHF 2.58 CHF 150'000 50'000 150'000 50'000 379'515 CHF 127'005 CHF 98.87% 98.87%
08.11.2024 0.40% 2.53 CHF 2.54 CHF 150'000 50'000 150'000 50'000 378'639 CHF 126'713 CHF 93.76% 93.76%
07.11.2024 0.39% 2.53 CHF 2.54 CHF 150'000 50'000 150'000 50'000 386'017 CHF 129'172 CHF 98.70% 98.70%

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