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 0.39% 2.60 CHF 2.61 CHF 300'000 300'000 133'719 133'719 347'534 CHF 348'873 CHF 99.90% 99.90%
19.11.2024 0.40% 2.55 CHF 2.56 CHF 300'000 300'000 126'890 126'890 320'886 CHF 322'158 CHF 99.90% 99.90%
18.11.2024 0.39% 2.55 CHF 2.56 CHF 300'000 300'000 133'496 133'496 345'220 CHF 346'556 CHF 98.23% 98.23%
15.11.2024 0.40% 2.63 CHF 2.64 CHF 300'000 300'000 125'217 125'217 323'188 CHF 324'443 CHF 99.71% 99.71%
14.11.2024 0.42% 2.42 CHF 2.43 CHF 260'000 260'000 119'737 119'737 291'061 CHF 292'260 CHF 100.00% 100.00%
13.11.2024 0.43% 2.38 CHF 2.39 CHF 260'000 260'000 116'304 116'304 274'904 CHF 276'069 CHF 100.00% 100.00%
12.11.2024 0.43% 2.37 CHF 2.38 CHF 260'000 260'000 116'092 116'092 273'683 CHF 274'846 CHF 99.87% 99.87%
11.11.2024 0.46% 2.32 CHF 2.33 CHF 260'000 260'000 110'683 110'683 247'570 CHF 248'679 CHF 99.90% 99.90%
08.11.2024 0.50% 2.14 CHF 2.15 CHF 240'000 240'000 102'195 102'195 209'902 CHF 210'926 CHF 98.96% 98.96%
07.11.2024 0.63% 1.95 CHF 1.96 CHF 220'000 220'000 80'003 80'003 151'890 CHF 152'724 CHF 97.01% 97.01%

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