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 0.57% 1.72 CHF 1.73 CHF 250'000 100'000 250'000 100'000 436'474 CHF 175'590 CHF 99.17% 99.17%
19.11.2024 0.60% 1.79 CHF 1.80 CHF 250'000 100'000 250'000 100'000 420'370 CHF 169'148 CHF 96.92% 96.92%
18.11.2024 0.65% 1.50 CHF 1.51 CHF 250'000 100'000 250'000 100'000 380'759 CHF 153'304 CHF 99.22% 99.22%
15.11.2024 0.66% 1.52 CHF 1.53 CHF 250'000 100'000 250'000 100'000 376'490 CHF 151'596 CHF 99.17% 99.17%
14.11.2024 0.69% 1.43 CHF 1.44 CHF 250'000 100'000 250'000 100'000 363'662 CHF 146'465 CHF 99.15% 99.15%
13.11.2024 0.66% 1.47 CHF 1.48 CHF 250'000 100'000 250'000 100'000 378'550 CHF 152'420 CHF 99.16% 99.16%
12.11.2024 0.74% 1.39 CHF 1.40 CHF 250'000 100'000 250'000 100'000 336'969 CHF 135'788 CHF 99.16% 99.16%
11.11.2024 0.80% 1.30 CHF 1.31 CHF 250'000 100'000 250'000 100'000 312'679 CHF 126'072 CHF 99.17% 99.17%
08.11.2024 0.74% 1.33 CHF 1.34 CHF 250'000 100'000 250'000 100'000 337'696 CHF 136'078 CHF 99.16% 99.16%
07.11.2024 0.75% 1.37 CHF 1.38 CHF 250'000 100'000 250'000 100'000 330'038 CHF 133'015 CHF 97.99% 97.99%

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