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 0.47% 73.90 CHF 74.25 CHF 25'000 25'000 25'000 25'000 1'855'860 CHF 1'864'610 CHF 99.38% 99.38%
19.11.2024 0.48% 74.10 CHF 74.45 CHF 25'000 25'000 25'000 25'000 1'860'480 CHF 1'869'410 CHF 99.37% 99.37%
18.11.2024 0.52% 76.25 CHF 76.65 CHF 25'000 25'000 25'000 25'000 1'901'760 CHF 1'911'760 CHF 98.94% 98.94%
15.11.2024 0.53% 75.30 CHF 75.70 CHF 25'000 25'000 25'000 25'000 1'899'650 CHF 1'909'650 CHF 99.36% 99.36%
14.11.2024 0.52% 76.80 CHF 77.20 CHF 25'000 25'000 25'000 25'000 1'906'200 CHF 1'916'200 CHF 99.38% 99.38%
13.11.2024 0.53% 75.35 CHF 75.75 CHF 25'000 25'000 25'000 25'000 1'883'590 CHF 1'893'570 CHF 65.05% 65.05%
12.11.2024 0.52% 75.60 CHF 76.00 CHF 25'000 25'000 25'000 25'000 1'900'320 CHF 1'910'320 CHF 99.16% 99.16%
11.11.2024 0.51% 77.10 CHF 77.50 CHF 25'000 25'000 25'000 25'000 1'938'090 CHF 1'948'090 CHF 99.38% 99.38%
08.11.2024 0.51% 77.15 CHF 77.55 CHF 25'000 25'000 25'000 25'000 1'937'340 CHF 1'947'340 CHF 99.38% 99.38%
07.11.2024 0.51% 77.75 CHF 78.15 CHF 25'000 25'000 25'000 25'000 1'953'490 CHF 1'963'490 CHF 98.57% 98.57%

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