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 0.55% 1.83 CHF 1.84 CHF 300'000 100'000 300'000 100'000 541'988 CHF 181'663 CHF 99.44% 99.44%
19.11.2024 0.57% 1.75 CHF 1.76 CHF 300'000 100'000 300'000 100'000 520'850 CHF 174'617 CHF 99.44% 99.44%
18.11.2024 0.57% 1.72 CHF 1.73 CHF 300'000 100'000 300'000 100'000 521'336 CHF 174'779 CHF 97.62% 97.62%
15.11.2024 0.56% 1.76 CHF 1.77 CHF 300'000 100'000 300'000 100'000 532'818 CHF 178'606 CHF 93.47% 93.47%
14.11.2024 0.54% 1.80 CHF 1.81 CHF 300'000 100'000 300'000 100'000 551'467 CHF 184'822 CHF 99.44% 99.44%
13.11.2024 0.54% 1.84 CHF 1.85 CHF 300'000 100'000 300'000 100'000 558'865 CHF 187'288 CHF 96.92% 96.92%
12.11.2024 0.52% 1.85 CHF 1.86 CHF 300'000 100'000 300'000 100'000 571'056 CHF 191'352 CHF 96.87% 96.87%
11.11.2024 0.52% 1.88 CHF 1.89 CHF 300'000 100'000 300'000 100'000 571'063 CHF 191'354 CHF 99.44% 99.44%
08.11.2024 0.53% 1.86 CHF 1.87 CHF 300'000 100'000 300'000 100'000 567'581 CHF 190'194 CHF 99.27% 99.27%
07.11.2024 0.52% 1.90 CHF 1.91 CHF 300'000 100'000 300'000 100'000 577'549 CHF 193'516 CHF 98.70% 98.70%

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