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% 2.80 CHF 2.81 CHF 280'000 280'000 114'127 114'127 319'247 CHF 320'390 CHF 99.89% 99.89%
19.11.2024 0.37% 2.78 CHF 2.79 CHF 280'000 280'000 110'661 110'661 304'697 CHF 305'806 CHF 99.95% 99.95%
18.11.2024 0.37% 2.78 CHF 2.79 CHF 280'000 280'000 107'074 107'074 295'996 CHF 297'069 CHF 99.89% 99.89%
15.11.2024 0.37% 2.78 CHF 2.79 CHF 280'000 280'000 111'146 111'146 306'260 CHF 307'375 CHF 100.00% 100.00%
14.11.2024 0.38% 2.69 CHF 2.70 CHF 270'000 270'000 109'047 109'047 294'966 CHF 296'059 CHF 99.76% 99.76%
13.11.2024 0.37% 2.77 CHF 2.78 CHF 280'000 280'000 113'501 113'501 315'653 CHF 316'790 CHF 100.00% 100.00%
12.11.2024 0.37% 2.80 CHF 2.81 CHF 280'000 280'000 111'404 111'404 306'544 CHF 307'660 CHF 99.95% 99.95%
11.11.2024 0.39% 2.69 CHF 2.70 CHF 270'000 270'000 102'890 102'890 270'469 CHF 271'500 CHF 99.36% 99.36%
08.11.2024 0.39% 2.57 CHF 2.58 CHF 260'000 260'000 103'099 103'099 265'839 CHF 266'872 CHF 99.53% 99.53%
07.11.2024 0.38% 2.59 CHF 2.60 CHF 260'000 260'000 108'129 108'129 284'846 CHF 285'930 CHF 99.86% 99.86%

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