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% 1.43 CHF 1.44 CHF 450'000 150'000 450'000 150'000 657'467 CHF 220'656 CHF 99.37% 99.37%
19.11.2024 0.67% 1.48 CHF 1.49 CHF 450'000 150'000 450'000 150'000 665'654 CHF 223'385 CHF 98.89% 98.89%
18.11.2024 0.64% 1.56 CHF 1.57 CHF 450'000 150'000 450'000 150'000 698'394 CHF 234'298 CHF 97.66% 97.66%
15.11.2024 0.65% 1.54 CHF 1.55 CHF 450'000 150'000 450'000 150'000 694'358 CHF 232'953 CHF 99.37% 99.37%
14.11.2024 0.66% 1.51 CHF 1.52 CHF 450'000 150'000 450'000 150'000 676'869 CHF 227'123 CHF 99.38% 99.38%
13.11.2024 0.67% 1.48 CHF 1.49 CHF 450'000 150'000 450'000 150'000 673'741 CHF 226'080 CHF 96.89% 96.89%
12.11.2024 0.65% 1.49 CHF 1.50 CHF 450'000 150'000 450'000 150'000 688'423 CHF 230'974 CHF 96.85% 96.85%
11.11.2024 0.63% 1.58 CHF 1.59 CHF 450'000 150'000 450'000 150'000 707'430 CHF 237'310 CHF 99.39% 99.39%
08.11.2024 0.66% 1.52 CHF 1.53 CHF 450'000 150'000 450'000 150'000 680'155 CHF 228'218 CHF 91.27% 91.27%
07.11.2024 0.64% 1.51 CHF 1.52 CHF 450'000 150'000 450'000 150'000 699'900 CHF 234'800 CHF 98.69% 98.69%

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