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 0.80% 1.33 CHF 1.34 CHF 450'000 150'000 450'000 150'000 557'643 CHF 187'381 CHF 99.36% 99.36%
19.11.2024 0.75% 1.23 CHF 1.24 CHF 450'000 150'000 450'000 150'000 595'924 CHF 200'141 CHF 98.84% 98.84%
18.11.2024 0.80% 1.23 CHF 1.24 CHF 450'000 150'000 450'000 150'000 560'783 CHF 188'428 CHF 96.47% 96.47%
15.11.2024 0.59% 1.58 CHF 1.59 CHF 450'000 150'000 450'000 150'000 755'513 CHF 253'338 CHF 95.54% 95.54%
14.11.2024 0.68% 1.58 CHF 1.59 CHF 450'000 150'000 450'000 150'000 659'442 CHF 221'314 CHF 99.35% 99.35%
13.11.2024 0.74% 1.44 CHF 1.45 CHF 450'000 150'000 450'000 150'000 608'525 CHF 204'342 CHF 88.74% 88.74%
12.11.2024 0.84% 1.29 CHF 1.30 CHF 450'000 150'000 450'000 150'000 539'667 CHF 181'389 CHF 79.63% 79.63%
11.11.2024 0.80% 1.10 CHF 1.11 CHF 450'000 150'000 450'000 150'000 561'101 CHF 188'534 CHF 89.21% 89.21%
08.11.2024 0.55% 1.60 CHF 1.61 CHF 450'000 150'000 450'000 150'000 811'750 CHF 272'083 CHF 90.36% 90.36%
07.11.2024 0.51% 1.83 CHF 1.84 CHF 450'000 150'000 450'000 150'000 878'086 CHF 294'195 CHF 98.67% 98.67%

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