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
26.11.2024 0.65% 1.52 CHF 1.53 CHF 450'000 100'000 450'000 100'000 692'458 CHF 154'880 CHF 61.26% 61.26%
25.11.2024 0.65% 1.54 CHF 1.55 CHF 450'000 100'000 450'000 100'000 689'296 CHF 154'177 CHF 99.17% 99.17%
22.11.2024 0.64% 1.59 CHF 1.60 CHF 450'000 100'000 450'000 100'000 702'383 CHF 157'085 CHF 99.17% 99.17%
20.11.2024 0.61% 1.63 CHF 1.64 CHF 450'000 100'000 450'000 100'000 734'315 CHF 164'181 CHF 99.16% 99.16%
19.11.2024 0.58% 1.67 CHF 1.68 CHF 450'000 100'000 450'000 100'000 770'353 CHF 172'190 CHF 99.16% 99.16%
18.11.2024 0.58% 1.71 CHF 1.72 CHF 450'000 100'000 450'000 100'000 768'409 CHF 171'757 CHF 99.22% 99.22%
15.11.2024 0.66% 1.69 CHF 1.70 CHF 450'000 100'000 450'000 100'000 678'642 CHF 151'809 CHF 99.17% 99.17%
14.11.2024 0.80% 1.24 CHF 1.25 CHF 450'000 100'000 450'000 100'000 563'021 CHF 126'116 CHF 99.15% 99.15%
13.11.2024 0.77% 1.25 CHF 1.26 CHF 450'000 100'000 450'000 100'000 581'237 CHF 130'164 CHF 99.16% 99.16%
12.11.2024 0.81% 1.22 CHF 1.23 CHF 450'000 100'000 450'000 100'000 553'553 CHF 124'012 CHF 99.16% 99.16%

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