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% 1.76 CHF 1.77 CHF 500'000 100'000 500'000 100'000 879'847 CHF 176'969 CHF 99.27% 99.27%
19.11.2024 0.57% 1.75 CHF 1.76 CHF 500'000 100'000 500'000 100'000 876'379 CHF 176'276 CHF 99.27% 99.27%
18.11.2024 0.57% 1.76 CHF 1.77 CHF 500'000 100'000 500'000 100'000 876'328 CHF 176'266 CHF 99.27% 99.27%
15.11.2024 0.57% 1.75 CHF 1.76 CHF 500'000 100'000 500'000 100'000 870'391 CHF 175'078 CHF 98.71% 98.71%
14.11.2024 0.58% 1.73 CHF 1.74 CHF 500'000 100'000 500'000 100'000 865'965 CHF 174'193 CHF 99.27% 99.27%
13.11.2024 0.57% 1.74 CHF 1.75 CHF 500'000 100'000 500'000 100'000 870'389 CHF 175'078 CHF 99.02% 99.02%
12.11.2024 0.58% 1.74 CHF 1.75 CHF 500'000 100'000 500'000 100'000 865'265 CHF 174'053 CHF 92.98% 92.98%
11.11.2024 0.58% 1.72 CHF 1.73 CHF 500'000 100'000 500'000 100'000 862'262 CHF 173'452 CHF 99.27% 99.27%
08.11.2024 0.58% 1.71 CHF 1.72 CHF 500'000 100'000 500'000 100'000 859'804 CHF 172'961 CHF 99.25% 99.25%
07.11.2024 0.58% 1.71 CHF 1.72 CHF 500'000 100'000 500'000 100'000 855'000 CHF 172'000 CHF 1.12% 1.12%

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