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 0.42% 2.32 CHF 2.33 CHF 300'000 100'000 300'000 100'000 720'432 CHF 241'144 CHF 99.16% 99.16%
19.11.2024 0.43% 2.37 CHF 2.38 CHF 300'000 100'000 300'000 100'000 703'043 CHF 235'348 CHF 99.17% 99.17%
18.11.2024 0.40% 2.44 CHF 2.45 CHF 300'000 100'000 300'000 100'000 748'647 CHF 250'549 CHF 99.22% 99.22%
15.11.2024 0.39% 2.57 CHF 2.58 CHF 300'000 100'000 300'000 100'000 765'120 CHF 256'040 CHF 99.17% 99.17%
14.11.2024 0.42% 2.32 CHF 2.33 CHF 300'000 100'000 300'000 100'000 705'738 CHF 236'246 CHF 99.15% 99.15%
13.11.2024 0.44% 2.29 CHF 2.30 CHF 300'000 100'000 300'000 100'000 686'303 CHF 229'768 CHF 99.16% 99.16%
12.11.2024 0.40% 2.30 CHF 2.31 CHF 300'000 100'000 300'000 100'000 750'366 CHF 251'122 CHF 99.16% 99.16%
11.11.2024 0.38% 2.65 CHF 2.66 CHF 300'000 100'000 300'000 100'000 790'562 CHF 264'521 CHF 99.16% 99.16%
08.11.2024 0.41% 2.49 CHF 2.50 CHF 300'000 100'000 300'000 100'000 737'768 CHF 246'923 CHF 99.16% 99.16%
07.11.2024 0.43% 2.35 CHF 2.36 CHF 300'000 100'000 300'000 100'000 693'053 CHF 232'018 CHF 98.18% 98.18%

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