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 0.82% 1.22 CHF 1.23 CHF 450'000 150'000 450'000 150'000 544'341 CHF 182'947 CHF 98.74% 98.74%
19.11.2024 0.85% 1.18 CHF 1.19 CHF 450'000 150'000 450'000 150'000 529'031 CHF 177'844 CHF 99.19% 99.19%
18.11.2024 0.83% 1.22 CHF 1.23 CHF 450'000 150'000 450'000 150'000 539'693 CHF 181'398 CHF 96.31% 96.31%
15.11.2024 0.83% 1.19 CHF 1.20 CHF 450'000 150'000 450'000 150'000 537'082 CHF 180'527 CHF 99.20% 99.20%
14.11.2024 0.85% 1.20 CHF 1.21 CHF 450'000 150'000 450'000 150'000 529'831 CHF 178'110 CHF 98.43% 98.43%
13.11.2024 0.84% 1.15 CHF 1.16 CHF 450'000 150'000 450'000 150'000 532'797 CHF 179'099 CHF 96.72% 96.72%
12.11.2024 0.81% 1.20 CHF 1.21 CHF 450'000 150'000 450'000 150'000 551'007 CHF 185'169 CHF 96.70% 96.70%
11.11.2024 0.80% 1.25 CHF 1.26 CHF 450'000 150'000 450'000 150'000 559'180 CHF 187'893 CHF 98.80% 98.80%
08.11.2024 0.80% 1.23 CHF 1.24 CHF 450'000 150'000 450'000 150'000 558'032 CHF 187'510 CHF 99.06% 99.06%
07.11.2024 0.79% 1.26 CHF 1.27 CHF 450'000 150'000 450'000 150'000 570'087 CHF 191'529 CHF 98.65% 98.65%

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