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
26.11.2024 0.55% 2.23 CHF 2.24 CHF 260'000 260'000 110'634 110'634 242'237 CHF 243'407 CHF 98.57% 98.57%
25.11.2024 0.53% 2.08 CHF 2.09 CHF 240'000 240'000 109'814 109'814 238'329 CHF 239'489 CHF 99.97% 99.97%
22.11.2024 0.43% 2.26 CHF 2.27 CHF 260'000 260'000 129'240 129'240 304'965 CHF 306'259 CHF 100.00% 100.00%
20.11.2024 0.42% 2.42 CHF 2.43 CHF 300'000 300'000 133'721 133'721 323'265 CHF 324'605 CHF 99.90% 99.90%
19.11.2024 0.44% 2.37 CHF 2.38 CHF 300'000 300'000 126'892 126'892 297'852 CHF 299'124 CHF 99.89% 99.89%
18.11.2024 0.42% 2.37 CHF 2.38 CHF 300'000 300'000 133'500 133'500 320'886 CHF 322'223 CHF 98.23% 98.23%
15.11.2024 0.43% 2.45 CHF 2.46 CHF 300'000 300'000 125'216 125'216 300'313 CHF 301'567 CHF 99.71% 99.71%
14.11.2024 0.46% 2.24 CHF 2.25 CHF 260'000 260'000 119'743 119'743 269'166 CHF 270'366 CHF 100.00% 100.00%
13.11.2024 0.47% 2.20 CHF 2.21 CHF 260'000 260'000 116'298 116'298 253'826 CHF 254'991 CHF 100.00% 100.00%
12.11.2024 0.47% 2.19 CHF 2.20 CHF 260'000 260'000 116'062 116'062 252'637 CHF 253'800 CHF 99.92% 99.92%

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