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 0.46% 2.16 CHF 2.17 CHF 450'000 150'000 450'000 150'000 983'554 CHF 329'351 CHF 99.47% 99.47%
19.11.2024 0.48% 2.15 CHF 2.16 CHF 450'000 150'000 450'000 150'000 936'329 CHF 313'610 CHF 99.23% 99.23%
18.11.2024 0.48% 2.11 CHF 2.12 CHF 450'000 150'000 450'000 150'000 926'110 CHF 310'204 CHF 99.21% 99.21%
15.11.2024 0.45% 2.09 CHF 2.10 CHF 450'000 150'000 450'000 150'000 1'001'110 CHF 335'203 CHF 99.38% 99.38%
14.11.2024 0.43% 2.32 CHF 2.33 CHF 450'000 150'000 450'000 150'000 1'044'070 CHF 349'523 CHF 98.32% 98.32%
13.11.2024 0.42% 2.28 CHF 2.29 CHF 450'000 150'000 450'000 150'000 1'062'840 CHF 355'781 CHF 95.26% 95.26%
12.11.2024 0.41% 2.40 CHF 2.41 CHF 450'000 150'000 450'000 150'000 1'085'180 CHF 363'225 CHF 98.47% 98.47%
11.11.2024 0.39% 2.47 CHF 2.48 CHF 450'000 150'000 450'000 150'000 1'146'030 CHF 383'510 CHF 99.37% 99.37%
08.11.2024 0.38% 2.54 CHF 2.55 CHF 450'000 150'000 450'000 150'000 1'182'220 CHF 395'574 CHF 97.77% 97.77%
07.11.2024 0.42% 2.71 CHF 2.72 CHF 450'000 150'000 450'000 150'000 1'072'320 CHF 358'941 CHF 98.60% 98.60%

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