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 0.45% 2.30 CHF 2.31 CHF 280'000 280'000 114'116 114'116 262'025 CHF 263'168 CHF 99.89% 99.89%
19.11.2024 0.45% 2.28 CHF 2.29 CHF 280'000 280'000 110'695 110'695 249'511 CHF 250'620 CHF 99.95% 99.95%
18.11.2024 0.45% 2.28 CHF 2.29 CHF 280'000 280'000 107'065 107'065 242'256 CHF 243'329 CHF 99.89% 99.89%
15.11.2024 0.46% 2.28 CHF 2.29 CHF 280'000 280'000 111'178 111'178 250'520 CHF 251'635 CHF 100.00% 100.00%
14.11.2024 0.46% 2.19 CHF 2.20 CHF 270'000 270'000 109'041 109'041 240'179 CHF 241'272 CHF 99.76% 99.76%
13.11.2024 0.44% 2.26 CHF 2.27 CHF 280'000 280'000 113'494 113'494 258'870 CHF 260'007 CHF 100.00% 100.00%
12.11.2024 0.45% 2.30 CHF 2.31 CHF 280'000 280'000 111'418 111'418 250'968 CHF 252'084 CHF 99.95% 99.95%
11.11.2024 0.48% 2.20 CHF 2.21 CHF 270'000 270'000 102'896 102'896 219'455 CHF 220'486 CHF 99.36% 99.36%
08.11.2024 0.49% 2.07 CHF 2.08 CHF 260'000 260'000 103'099 103'099 215'117 CHF 216'150 CHF 99.53% 99.53%
07.11.2024 0.47% 2.10 CHF 2.11 CHF 260'000 260'000 108'121 108'121 231'406 CHF 232'489 CHF 99.86% 99.86%

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