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 0.37% 2.78 CHF 2.79 CHF 300'000 300'000 133'716 133'716 371'313 CHF 372'653 CHF 99.90% 99.90%
19.11.2024 0.38% 2.73 CHF 2.74 CHF 300'000 300'000 126'888 126'888 343'289 CHF 344'561 CHF 99.91% 99.91%
18.11.2024 0.37% 2.73 CHF 2.74 CHF 300'000 300'000 133'493 133'493 368'915 CHF 370'252 CHF 98.22% 98.22%
15.11.2024 0.37% 2.81 CHF 2.82 CHF 300'000 300'000 125'217 125'217 345'419 CHF 346'673 CHF 99.71% 99.71%
14.11.2024 0.39% 2.60 CHF 2.61 CHF 260'000 260'000 119'734 119'734 312'318 CHF 313'518 CHF 100.00% 100.00%
13.11.2024 0.40% 2.56 CHF 2.57 CHF 260'000 260'000 116'297 116'297 295'484 CHF 296'649 CHF 100.00% 100.00%
12.11.2024 0.40% 2.55 CHF 2.56 CHF 260'000 260'000 116'059 116'059 294'122 CHF 295'285 CHF 99.93% 99.93%
11.11.2024 0.43% 2.50 CHF 2.51 CHF 260'000 260'000 110'681 110'681 267'067 CHF 268'176 CHF 99.90% 99.90%
08.11.2024 0.46% 2.32 CHF 2.33 CHF 240'000 240'000 102'187 102'187 227'748 CHF 228'772 CHF 98.97% 98.97%
07.11.2024 0.57% 2.13 CHF 2.14 CHF 220'000 220'000 80'011 80'011 165'928 CHF 166'762 CHF 97.01% 97.01%

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