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% 2.01 CHF 2.02 CHF 450'000 50'000 450'000 50'000 933'582 CHF 104'231 CHF 99.16% 99.16%
19.11.2024 0.49% 2.04 CHF 2.05 CHF 450'000 50'000 450'000 50'000 909'220 CHF 101'524 CHF 99.17% 99.17%
18.11.2024 0.47% 2.10 CHF 2.11 CHF 450'000 50'000 450'000 50'000 964'440 CHF 107'660 CHF 99.22% 99.22%
15.11.2024 0.46% 2.20 CHF 2.21 CHF 450'000 50'000 450'000 50'000 986'715 CHF 110'135 CHF 99.16% 99.16%
14.11.2024 0.49% 2.01 CHF 2.02 CHF 450'000 50'000 450'000 50'000 917'395 CHF 102'433 CHF 99.15% 99.15%
13.11.2024 0.50% 1.98 CHF 1.99 CHF 450'000 50'000 450'000 50'000 889'384 CHF 99'321 CHF 99.16% 99.16%
12.11.2024 0.46% 1.99 CHF 2.00 CHF 450'000 50'000 450'000 50'000 969'597 CHF 108'233 CHF 99.16% 99.16%
11.11.2024 0.44% 2.27 CHF 2.28 CHF 450'000 50'000 450'000 50'000 1'016'360 CHF 113'429 CHF 99.16% 99.16%
08.11.2024 0.47% 2.15 CHF 2.16 CHF 450'000 50'000 450'000 50'000 952'501 CHF 106'333 CHF 99.17% 99.17%
07.11.2024 0.50% 2.03 CHF 2.04 CHF 450'000 150'000 450'000 150'000 897'713 CHF 300'738 CHF 98.18% 98.18%

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