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
22.11.2024 0.61% 1.68 CHF 1.69 CHF 600'000 200'000 600'000 200'000 973'354 CHF 326'451 CHF 93.77% 93.77%
20.11.2024 0.59% 1.67 CHF 1.68 CHF 600'000 200'000 600'000 200'000 1'019'600 CHF 341'867 CHF 89.44% 89.44%
19.11.2024 0.60% 1.65 CHF 1.66 CHF 600'000 200'000 600'000 200'000 989'732 CHF 331'911 CHF 90.51% 90.51%
18.11.2024 0.59% 1.70 CHF 1.71 CHF 600'000 200'000 600'000 200'000 1'007'520 CHF 337'840 CHF 88.90% 88.90%
15.11.2024 0.57% 1.71 CHF 1.72 CHF 600'000 200'000 600'000 200'000 1'052'060 CHF 352'688 CHF 86.18% 86.18%
14.11.2024 0.57% 1.78 CHF 1.79 CHF 600'000 200'000 600'000 200'000 1'055'640 CHF 353'880 CHF 89.16% 89.16%
13.11.2024 0.57% 1.74 CHF 1.75 CHF 600'000 200'000 600'000 200'000 1'051'610 CHF 352'535 CHF 83.45% 83.45%
12.11.2024 0.56% 1.74 CHF 1.75 CHF 600'000 200'000 600'000 200'000 1'071'030 CHF 359'009 CHF 91.70% 91.70%
11.11.2024 0.53% 1.89 CHF 1.90 CHF 600'000 200'000 600'000 200'000 1'129'950 CHF 378'650 CHF 92.97% 92.97%
08.11.2024 0.55% 1.76 CHF 1.77 CHF 600'000 200'000 600'000 200'000 1'081'190 CHF 362'397 CHF 88.05% 88.05%

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