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 0.62% 1.59 CHF 1.60 CHF 500'000 100'000 500'000 100'000 798'469 CHF 160'694 CHF 99.27% 99.27%
19.11.2024 0.61% 1.63 CHF 1.64 CHF 500'000 100'000 500'000 100'000 815'648 CHF 164'130 CHF 99.27% 99.27%
18.11.2024 0.61% 1.63 CHF 1.64 CHF 500'000 100'000 500'000 100'000 816'800 CHF 164'360 CHF 99.27% 99.27%
15.11.2024 0.62% 1.64 CHF 1.65 CHF 500'000 100'000 500'000 100'000 807'281 CHF 162'456 CHF 99.27% 99.27%
14.11.2024 0.63% 1.59 CHF 1.60 CHF 500'000 100'000 500'000 100'000 793'782 CHF 159'756 CHF 99.27% 99.27%
13.11.2024 0.64% 1.56 CHF 1.57 CHF 500'000 100'000 500'000 100'000 784'133 CHF 157'827 CHF 99.27% 99.27%
12.11.2024 0.65% 1.53 CHF 1.54 CHF 500'000 100'000 500'000 100'000 766'859 CHF 154'372 CHF 99.25% 99.25%
11.11.2024 0.63% 1.59 CHF 1.60 CHF 500'000 100'000 500'000 100'000 793'223 CHF 159'645 CHF 99.27% 99.27%
08.11.2024 0.62% 1.62 CHF 1.63 CHF 500'000 100'000 500'000 100'000 804'767 CHF 161'953 CHF 99.25% 99.25%
07.11.2024 0.63% 1.58 CHF 1.59 CHF 500'000 100'000 500'000 100'000 790'160 CHF 159'032 CHF 1.12% 1.12%

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