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 0.49% 252.75 CHF 254.00 CHF 2'000 2'000 2'000 2'000 510'592 CHF 513'092 CHF 99.38% 99.38%
19.11.2024 0.49% 254.25 CHF 255.50 CHF 2'000 2'000 2'000 2'000 509'554 CHF 512'054 CHF 99.37% 99.37%
18.11.2024 0.48% 258.25 CHF 259.50 CHF 2'000 2'000 2'000 2'000 518'804 CHF 521'304 CHF 98.94% 98.94%
15.11.2024 0.47% 261.50 CHF 262.75 CHF 2'000 2'000 2'000 2'000 526'568 CHF 529'068 CHF 99.36% 99.36%
14.11.2024 0.46% 272.25 CHF 273.50 CHF 2'000 2'000 2'000 2'000 540'896 CHF 543'396 CHF 99.38% 99.38%
13.11.2024 0.48% 273.25 CHF 274.50 CHF 2'000 2'000 2'000 2'000 547'300 CHF 549'952 CHF 65.04% 65.04%
12.11.2024 0.49% 272.75 CHF 274.00 CHF 2'000 2'000 2'000 2'000 547'913 CHF 550'612 CHF 99.16% 99.16%
11.11.2024 0.54% 278.75 CHF 280.25 CHF 2'000 2'000 2'000 2'000 557'221 CHF 560'221 CHF 99.38% 99.38%
08.11.2024 0.51% 273.75 CHF 275.00 CHF 2'000 2'000 2'000 2'000 550'703 CHF 553'532 CHF 99.37% 99.37%
07.11.2024 0.54% 279.75 CHF 281.25 CHF 2'000 2'000 2'000 2'000 557'706 CHF 560'706 CHF 98.56% 98.56%

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