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 0.34% 3.04 CHF 3.05 CHF 300'000 300'000 133'716 133'716 406'335 CHF 407'674 CHF 99.90% 99.90%
19.11.2024 0.34% 2.99 CHF 3.00 CHF 300'000 300'000 126'887 126'887 376'480 CHF 377'752 CHF 99.91% 99.91%
18.11.2024 0.33% 2.99 CHF 3.00 CHF 300'000 300'000 133'494 133'494 404'035 CHF 405'372 CHF 98.22% 98.22%
15.11.2024 0.34% 3.08 CHF 3.09 CHF 300'000 300'000 125'217 125'217 378'478 CHF 379'732 CHF 99.71% 99.71%
14.11.2024 0.36% 2.86 CHF 2.87 CHF 260'000 260'000 119'734 119'734 344'026 CHF 345'226 CHF 100.00% 100.00%
13.11.2024 0.37% 2.82 CHF 2.83 CHF 260'000 260'000 116'299 116'299 325'971 CHF 327'136 CHF 100.00% 100.00%
12.11.2024 0.36% 2.81 CHF 2.82 CHF 260'000 260'000 116'026 116'026 324'414 CHF 325'576 CHF 99.92% 99.92%
11.11.2024 0.38% 2.76 CHF 2.77 CHF 260'000 260'000 110'682 110'682 295'995 CHF 297'104 CHF 99.90% 99.90%
08.11.2024 0.41% 2.58 CHF 2.59 CHF 240'000 240'000 102'191 102'191 254'264 CHF 255'288 CHF 98.97% 98.97%
07.11.2024 0.51% 2.39 CHF 2.40 CHF 220'000 220'000 80'003 80'003 186'669 CHF 187'503 CHF 97.01% 97.01%

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