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 0.48% 94.25 CHF 94.70 CHF 25'000 25'000 25'000 25'000 2'359'070 CHF 2'370'320 CHF 99.38% 99.38%
19.11.2024 0.48% 94.35 CHF 94.80 CHF 25'000 25'000 25'000 25'000 2'354'260 CHF 2'365'510 CHF 99.37% 99.37%
18.11.2024 0.48% 94.45 CHF 94.90 CHF 25'000 25'000 25'000 25'000 2'356'240 CHF 2'367'490 CHF 98.94% 98.94%
15.11.2024 0.50% 94.55 CHF 95.00 CHF 25'000 25'000 25'000 25'000 2'367'530 CHF 2'379'340 CHF 99.34% 99.34%
14.11.2024 0.52% 95.60 CHF 96.10 CHF 25'000 25'000 25'000 25'000 2'381'350 CHF 2'393'850 CHF 99.38% 99.38%
13.11.2024 0.52% 95.00 CHF 95.50 CHF 25'000 25'000 25'000 25'000 2'374'070 CHF 2'386'540 CHF 65.04% 65.04%
12.11.2024 0.52% 95.40 CHF 95.90 CHF 25'000 25'000 25'000 25'000 2'389'220 CHF 2'401'720 CHF 99.14% 99.14%
11.11.2024 0.52% 95.90 CHF 96.40 CHF 25'000 25'000 25'000 25'000 2'398'840 CHF 2'411'340 CHF 99.37% 99.37%
08.11.2024 0.52% 95.70 CHF 96.20 CHF 25'000 25'000 25'000 25'000 2'395'120 CHF 2'407'620 CHF 99.37% 99.37%
07.11.2024 0.52% 95.65 CHF 96.15 CHF 25'000 25'000 25'000 25'000 2'401'040 CHF 2'413'540 CHF 98.56% 98.56%

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