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 0.58% 1.68 CHF 1.69 CHF 100'000 100'000 100'000 100'000 170'708 CHF 171'708 CHF 99.49% 99.49%
19.11.2024 0.59% 1.71 CHF 1.72 CHF 100'000 100'000 100'000 100'000 168'590 CHF 169'590 CHF 99.35% 99.35%
18.11.2024 0.57% 1.71 CHF 1.72 CHF 100'000 100'000 100'000 100'000 174'721 CHF 175'721 CHF 99.19% 99.19%
15.11.2024 0.52% 1.73 CHF 1.74 CHF 100'000 100'000 100'000 100'000 190'791 CHF 191'791 CHF 99.41% 99.41%
14.11.2024 0.50% 1.96 CHF 1.97 CHF 100'000 100'000 100'000 100'000 199'960 CHF 200'960 CHF 99.48% 99.48%
13.11.2024 0.52% 2.01 CHF 2.02 CHF 100'000 100'000 100'000 100'000 193'523 CHF 194'523 CHF 99.23% 99.23%
12.11.2024 0.56% 1.91 CHF 1.92 CHF 100'000 100'000 100'000 100'000 176'980 CHF 177'980 CHF 99.02% 99.02%
11.11.2024 0.60% 1.74 CHF 1.75 CHF 100'000 100'000 100'000 100'000 167'242 CHF 168'242 CHF 99.38% 99.38%
08.11.2024 0.59% 1.66 CHF 1.67 CHF 100'000 100'000 100'000 100'000 169'220 CHF 170'220 CHF 99.43% 99.43%
07.11.2024 0.57% 1.68 CHF 1.69 CHF 100'000 100'000 100'000 100'000 174'024 CHF 175'024 CHF 99.36% 99.36%

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