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 0.66% 1.46 CHF 1.47 CHF 500'000 100'000 500'000 100'000 755'826 CHF 152'165 CHF 99.27% 99.27%
19.11.2024 0.66% 1.54 CHF 1.55 CHF 500'000 100'000 500'000 100'000 760'406 CHF 153'081 CHF 99.27% 99.27%
18.11.2024 0.65% 1.55 CHF 1.56 CHF 500'000 100'000 500'000 100'000 765'762 CHF 154'152 CHF 99.27% 99.27%
15.11.2024 0.60% 1.60 CHF 1.61 CHF 500'000 100'000 500'000 100'000 830'939 CHF 167'188 CHF 99.27% 99.27%
14.11.2024 0.58% 1.74 CHF 1.75 CHF 500'000 100'000 500'000 100'000 866'221 CHF 174'244 CHF 99.27% 99.27%
13.11.2024 0.60% 1.66 CHF 1.67 CHF 500'000 100'000 500'000 100'000 834'025 CHF 167'805 CHF 99.27% 99.27%
12.11.2024 0.57% 1.71 CHF 1.72 CHF 500'000 100'000 500'000 100'000 872'897 CHF 175'579 CHF 99.25% 99.25%
11.11.2024 0.56% 1.77 CHF 1.78 CHF 500'000 100'000 500'000 100'000 893'396 CHF 179'679 CHF 99.27% 99.27%
08.11.2024 0.57% 1.75 CHF 1.76 CHF 500'000 100'000 500'000 100'000 867'201 CHF 174'440 CHF 99.25% 99.25%
07.11.2024 0.58% 1.71 CHF 1.72 CHF 500'000 100'000 500'000 100'000 854'839 CHF 171'968 CHF 1.12% 1.12%

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