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 0.68% 1.55 CHF 1.56 CHF 450'000 150'000 450'000 150'000 657'734 CHF 220'745 CHF 99.35% 99.35%
19.11.2024 0.65% 1.45 CHF 1.46 CHF 450'000 150'000 450'000 150'000 695'666 CHF 233'389 CHF 98.84% 98.84%
18.11.2024 0.68% 1.45 CHF 1.46 CHF 450'000 150'000 450'000 150'000 660'996 CHF 221'832 CHF 96.36% 96.36%
15.11.2024 0.52% 1.81 CHF 1.82 CHF 450'000 150'000 450'000 150'000 855'884 CHF 286'795 CHF 95.55% 95.55%
14.11.2024 0.59% 1.81 CHF 1.82 CHF 450'000 150'000 450'000 150'000 759'932 CHF 254'811 CHF 99.35% 99.35%
13.11.2024 0.63% 1.66 CHF 1.67 CHF 450'000 150'000 450'000 149'998 708'316 CHF 237'602 CHF 88.75% 88.75%
12.11.2024 0.71% 1.51 CHF 1.52 CHF 450'000 150'000 450'000 150'000 638'925 CHF 214'475 CHF 87.01% 87.01%
11.11.2024 0.68% 1.32 CHF 1.33 CHF 450'000 150'000 449'951 149'950 660'221 CHF 221'526 CHF 89.70% 89.70%
08.11.2024 0.49% 1.82 CHF 1.83 CHF 450'000 150'000 450'000 150'000 910'272 CHF 304'924 CHF 90.37% 90.37%
07.11.2024 0.46% 2.05 CHF 2.06 CHF 450'000 150'000 450'000 150'000 976'989 CHF 327'163 CHF 98.67% 98.67%

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