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 0.59% 1.68 CHF 1.69 CHF 500'000 100'000 500'000 100'000 840'892 CHF 169'178 CHF 99.27% 99.27%
19.11.2024 0.59% 1.69 CHF 1.70 CHF 500'000 100'000 500'000 100'000 844'793 CHF 169'959 CHF 99.27% 99.27%
18.11.2024 0.60% 1.67 CHF 1.68 CHF 500'000 100'000 500'000 100'000 832'574 CHF 167'515 CHF 99.27% 99.27%
15.11.2024 0.61% 1.65 CHF 1.66 CHF 500'000 100'000 500'000 100'000 816'124 CHF 164'225 CHF 99.27% 99.27%
14.11.2024 0.62% 1.61 CHF 1.62 CHF 500'000 100'000 500'000 100'000 800'822 CHF 161'164 CHF 99.27% 99.27%
13.11.2024 0.62% 1.59 CHF 1.60 CHF 500'000 100'000 500'000 100'000 800'041 CHF 161'008 CHF 99.27% 99.27%
12.11.2024 0.63% 1.58 CHF 1.59 CHF 500'000 100'000 500'000 100'000 788'860 CHF 158'772 CHF 99.25% 99.25%
11.11.2024 0.64% 1.56 CHF 1.57 CHF 500'000 100'000 500'000 100'000 777'888 CHF 156'578 CHF 99.27% 99.27%
08.11.2024 0.63% 1.57 CHF 1.58 CHF 500'000 100'000 500'000 100'000 789'702 CHF 158'940 CHF 99.25% 99.25%
07.11.2024 0.62% 1.62 CHF 1.63 CHF 500'000 100'000 500'000 100'000 810'000 CHF 163'000 CHF 1.12% 1.12%

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