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% 2.25 CHF 2.26 CHF 750'000 750'000 334'566 334'566 750'548 CHF 753'900 CHF 99.90% 99.90%
19.11.2024 0.46% 2.22 CHF 2.23 CHF 750'000 750'000 317'236 317'236 701'208 CHF 704'389 CHF 99.87% 99.87%
18.11.2024 0.45% 2.22 CHF 2.23 CHF 750'000 750'000 334'001 334'001 748'254 CHF 751'599 CHF 98.23% 98.23%
15.11.2024 0.46% 2.26 CHF 2.27 CHF 750'000 750'000 313'759 313'759 702'864 CHF 706'006 CHF 99.71% 99.71%
14.11.2024 0.47% 2.17 CHF 2.18 CHF 650'000 650'000 299'606 299'606 652'742 CHF 655'743 CHF 100.00% 100.00%
13.11.2024 0.48% 2.15 CHF 2.16 CHF 650'000 650'000 291'037 291'037 623'902 CHF 626'818 CHF 100.00% 100.00%
12.11.2024 0.48% 2.14 CHF 2.15 CHF 650'000 650'000 290'469 290'469 621'216 CHF 624'127 CHF 99.89% 99.89%
11.11.2024 0.49% 2.12 CHF 2.13 CHF 650'000 650'000 276'710 276'710 576'842 CHF 579'614 CHF 99.90% 99.90%
08.11.2024 0.51% 2.04 CHF 2.05 CHF 600'000 600'000 255'781 255'781 511'460 CHF 514'022 CHF 98.93% 98.93%
07.11.2024 0.53% 1.96 CHF 1.97 CHF 550'000 550'000 199'460 199'460 386'596 CHF 388'593 CHF 97.44% 97.44%

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