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 0.63% 1.60 CHF 1.61 CHF 450'000 150'000 450'000 150'000 715'065 CHF 239'855 CHF 98.85% 98.85%
19.11.2024 0.65% 1.56 CHF 1.57 CHF 450'000 150'000 450'000 150'000 693'677 CHF 232'726 CHF 90.61% 90.61%
18.11.2024 0.66% 1.53 CHF 1.54 CHF 450'000 150'000 450'000 150'000 682'371 CHF 228'957 CHF 95.57% 95.57%
15.11.2024 0.66% 1.51 CHF 1.52 CHF 450'000 150'000 450'000 150'000 682'190 CHF 228'897 CHF 97.78% 97.78%
14.11.2024 0.65% 1.54 CHF 1.55 CHF 450'000 150'000 450'000 150'000 685'252 CHF 229'917 CHF 98.73% 98.73%
13.11.2024 0.67% 1.50 CHF 1.51 CHF 450'000 150'000 450'000 150'000 667'914 CHF 224'138 CHF 96.51% 96.51%
12.11.2024 0.60% 1.69 CHF 1.70 CHF 450'000 150'000 450'000 150'000 745'158 CHF 249'886 CHF 95.57% 95.57%
11.11.2024 0.61% 1.64 CHF 1.65 CHF 450'000 150'000 450'000 150'000 733'951 CHF 246'150 CHF 98.35% 98.35%
08.11.2024 0.59% 1.69 CHF 1.70 CHF 450'000 150'000 450'000 150'000 758'407 CHF 254'302 CHF 92.98% 92.98%
07.11.2024 0.59% 1.69 CHF 1.70 CHF 450'000 150'000 450'000 150'000 763'662 CHF 256'054 CHF 97.74% 97.74%

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