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 0.61% 1.65 CHF 1.66 CHF 300'000 100'000 300'000 100'000 489'125 CHF 164'042 CHF 99.44% 99.44%
19.11.2024 0.64% 1.58 CHF 1.59 CHF 300'000 100'000 300'000 100'000 468'167 CHF 157'056 CHF 99.44% 99.44%
18.11.2024 0.64% 1.54 CHF 1.55 CHF 300'000 100'000 300'000 100'000 468'436 CHF 157'145 CHF 97.18% 97.18%
15.11.2024 0.62% 1.58 CHF 1.59 CHF 300'000 100'000 300'000 100'000 479'834 CHF 160'945 CHF 93.47% 93.47%
14.11.2024 0.60% 1.63 CHF 1.64 CHF 300'000 100'000 300'000 100'000 498'298 CHF 167'099 CHF 99.44% 99.44%
13.11.2024 0.59% 1.66 CHF 1.67 CHF 300'000 100'000 300'000 100'000 506'118 CHF 169'706 CHF 97.08% 97.08%
12.11.2024 0.58% 1.68 CHF 1.69 CHF 300'000 100'000 300'000 100'000 518'515 CHF 173'838 CHF 96.83% 96.83%
11.11.2024 0.58% 1.71 CHF 1.72 CHF 300'000 100'000 300'000 100'000 518'607 CHF 173'869 CHF 99.44% 99.44%
08.11.2024 0.58% 1.68 CHF 1.69 CHF 300'000 100'000 300'000 100'000 515'605 CHF 172'868 CHF 99.27% 99.27%
07.11.2024 0.57% 1.73 CHF 1.74 CHF 300'000 100'000 300'000 100'000 525'483 CHF 176'161 CHF 98.68% 98.68%

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