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 0.64% 1.53 CHF 1.54 CHF 450'000 150'000 450'000 150'000 699'382 CHF 234'627 CHF 99.44% 99.44%
19.11.2024 0.64% 1.56 CHF 1.57 CHF 450'000 150'000 450'000 150'000 705'057 CHF 236'519 CHF 98.95% 98.95%
18.11.2024 0.64% 1.60 CHF 1.61 CHF 450'000 150'000 450'000 150'000 701'443 CHF 235'314 CHF 97.56% 97.56%
15.11.2024 0.64% 1.57 CHF 1.58 CHF 450'000 150'000 450'000 150'000 699'011 CHF 234'504 CHF 99.44% 99.44%
14.11.2024 0.66% 1.53 CHF 1.54 CHF 450'000 150'000 450'000 150'000 678'590 CHF 227'697 CHF 99.44% 99.44%
13.11.2024 0.70% 1.43 CHF 1.44 CHF 450'000 150'000 450'000 150'000 638'539 CHF 214'346 CHF 96.93% 96.93%
12.11.2024 0.67% 1.41 CHF 1.42 CHF 450'000 150'000 450'000 150'000 666'082 CHF 223'527 CHF 96.82% 96.82%
11.11.2024 0.64% 1.52 CHF 1.53 CHF 450'000 150'000 450'000 150'000 698'957 CHF 234'486 CHF 99.47% 99.47%
08.11.2024 0.63% 1.53 CHF 1.54 CHF 450'000 150'000 450'000 150'000 709'895 CHF 238'132 CHF 90.60% 90.60%
07.11.2024 0.61% 1.65 CHF 1.66 CHF 450'000 150'000 450'000 150'000 738'985 CHF 247'828 CHF 98.70% 98.70%

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