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 0.71% 1.35 CHF 1.36 CHF 500'000 100'000 500'000 100'000 700'826 CHF 141'165 CHF 99.27% 99.27%
19.11.2024 0.71% 1.42 CHF 1.43 CHF 500'000 100'000 500'000 100'000 705'042 CHF 142'008 CHF 99.27% 99.27%
18.11.2024 0.70% 1.44 CHF 1.45 CHF 500'000 100'000 500'000 100'000 710'762 CHF 143'152 CHF 99.27% 99.27%
15.11.2024 0.64% 1.49 CHF 1.50 CHF 500'000 100'000 500'000 100'000 775'749 CHF 156'150 CHF 99.27% 99.27%
14.11.2024 0.61% 1.63 CHF 1.64 CHF 500'000 100'000 500'000 100'000 811'221 CHF 163'244 CHF 99.27% 99.27%
13.11.2024 0.64% 1.55 CHF 1.56 CHF 500'000 100'000 500'000 100'000 779'025 CHF 156'805 CHF 99.27% 99.27%
12.11.2024 0.61% 1.60 CHF 1.61 CHF 500'000 100'000 500'000 100'000 817'635 CHF 164'527 CHF 99.25% 99.25%
11.11.2024 0.59% 1.66 CHF 1.67 CHF 500'000 100'000 500'000 100'000 838'396 CHF 168'679 CHF 99.27% 99.27%
08.11.2024 0.61% 1.64 CHF 1.65 CHF 500'000 100'000 500'000 100'000 812'006 CHF 163'401 CHF 99.25% 99.25%
07.11.2024 0.62% 1.60 CHF 1.61 CHF 500'000 100'000 500'000 100'000 799'839 CHF 160'968 CHF 1.12% 1.12%

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