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 0.38% 2.69 CHF 2.70 CHF 300'000 300'000 133'717 133'717 359'389 CHF 360'729 CHF 99.90% 99.90%
19.11.2024 0.39% 2.64 CHF 2.65 CHF 300'000 300'000 126'890 126'890 332'054 CHF 333'326 CHF 99.90% 99.90%
18.11.2024 0.38% 2.64 CHF 2.65 CHF 300'000 300'000 133'495 133'495 357'026 CHF 358'362 CHF 98.23% 98.23%
15.11.2024 0.38% 2.72 CHF 2.73 CHF 300'000 300'000 125'216 125'216 334'307 CHF 335'561 CHF 99.71% 99.71%
14.11.2024 0.41% 2.51 CHF 2.52 CHF 260'000 260'000 119'743 119'743 301'738 CHF 302'938 CHF 100.00% 100.00%
13.11.2024 0.42% 2.47 CHF 2.48 CHF 260'000 260'000 116'301 116'301 285'206 CHF 286'371 CHF 100.00% 100.00%
12.11.2024 0.42% 2.46 CHF 2.47 CHF 260'000 260'000 116'035 116'035 283'826 CHF 284'988 CHF 99.91% 99.91%
11.11.2024 0.44% 2.41 CHF 2.42 CHF 260'000 260'000 110'683 110'683 257'345 CHF 258'453 CHF 99.90% 99.90%
08.11.2024 0.48% 2.23 CHF 2.24 CHF 240'000 240'000 102'191 102'191 218'855 CHF 219'879 CHF 98.96% 98.96%
07.11.2024 0.60% 2.04 CHF 2.05 CHF 220'000 220'000 80'001 80'001 158'871 CHF 159'705 CHF 97.01% 97.01%

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