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 0.64% 1.57 CHF 1.58 CHF 500'000 100'000 500'000 100'000 782'906 CHF 157'581 CHF 99.27% 99.27%
19.11.2024 0.63% 1.57 CHF 1.58 CHF 500'000 100'000 500'000 100'000 786'794 CHF 158'359 CHF 99.27% 99.27%
18.11.2024 0.64% 1.55 CHF 1.56 CHF 500'000 100'000 500'000 100'000 773'900 CHF 155'780 CHF 99.27% 99.27%
15.11.2024 0.66% 1.53 CHF 1.54 CHF 500'000 100'000 500'000 100'000 757'874 CHF 152'575 CHF 99.27% 99.27%
14.11.2024 0.67% 1.49 CHF 1.50 CHF 500'000 100'000 500'000 100'000 742'441 CHF 149'488 CHF 99.27% 99.27%
13.11.2024 0.67% 1.48 CHF 1.49 CHF 500'000 100'000 500'000 100'000 743'615 CHF 149'723 CHF 99.27% 99.27%
12.11.2024 0.68% 1.46 CHF 1.47 CHF 500'000 100'000 500'000 100'000 729'768 CHF 146'954 CHF 99.25% 99.25%
11.11.2024 0.69% 1.44 CHF 1.45 CHF 500'000 100'000 500'000 100'000 719'376 CHF 144'875 CHF 99.27% 99.27%
08.11.2024 0.68% 1.46 CHF 1.47 CHF 500'000 100'000 500'000 100'000 732'713 CHF 147'543 CHF 99.25% 99.25%
07.11.2024 0.66% 1.50 CHF 1.51 CHF 500'000 100'000 500'000 100'000 750'000 CHF 151'000 CHF 1.12% 1.12%

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