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 0.35% 2.90 CHF 2.91 CHF 280'000 280'000 114'120 114'120 329'740 CHF 330'883 CHF 99.89% 99.89%
19.11.2024 0.36% 2.87 CHF 2.88 CHF 280'000 280'000 110'667 110'667 314'983 CHF 316'092 CHF 99.95% 99.95%
18.11.2024 0.36% 2.87 CHF 2.88 CHF 280'000 280'000 107'063 107'063 305'924 CHF 306'997 CHF 99.89% 99.89%
15.11.2024 0.36% 2.88 CHF 2.89 CHF 280'000 280'000 111'144 111'144 316'606 CHF 317'721 CHF 100.00% 100.00%
14.11.2024 0.36% 2.78 CHF 2.79 CHF 270'000 270'000 109'041 109'041 305'017 CHF 306'109 CHF 99.76% 99.76%
13.11.2024 0.35% 2.86 CHF 2.87 CHF 280'000 280'000 113'507 113'507 326'143 CHF 327'280 CHF 100.00% 100.00%
12.11.2024 0.36% 2.89 CHF 2.90 CHF 280'000 280'000 111'382 111'382 316'714 CHF 317'830 CHF 99.95% 99.95%
11.11.2024 0.38% 2.78 CHF 2.79 CHF 270'000 270'000 102'901 102'901 279'933 CHF 280'964 CHF 99.35% 99.35%
08.11.2024 0.38% 2.66 CHF 2.67 CHF 260'000 260'000 103'099 103'099 275'214 CHF 276'247 CHF 99.53% 99.53%
07.11.2024 0.37% 2.68 CHF 2.69 CHF 260'000 260'000 108'123 108'123 294'659 CHF 295'743 CHF 99.86% 99.86%

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