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 0.70% 1.39 CHF 1.40 CHF 450'000 150'000 450'000 150'000 642'436 CHF 215'645 CHF 99.01% 99.01%
19.11.2024 0.70% 1.41 CHF 1.42 CHF 450'000 150'000 450'000 150'000 638'758 CHF 214'419 CHF 90.21% 90.21%
18.11.2024 0.62% 1.57 CHF 1.58 CHF 450'000 150'000 450'000 150'000 720'650 CHF 241'717 CHF 96.41% 96.41%
15.11.2024 0.60% 1.66 CHF 1.67 CHF 450'000 150'000 450'000 150'000 748'931 CHF 251'144 CHF 98.42% 98.42%
14.11.2024 0.57% 1.68 CHF 1.69 CHF 450'000 150'000 450'000 150'000 782'138 CHF 262'213 CHF 98.45% 98.45%
13.11.2024 0.69% 1.45 CHF 1.46 CHF 450'000 150'000 450'000 150'000 652'223 CHF 218'908 CHF 96.48% 96.48%
12.11.2024 0.65% 1.43 CHF 1.44 CHF 450'000 150'000 450'000 150'000 689'913 CHF 231'471 CHF 95.83% 95.83%
11.11.2024 0.61% 1.63 CHF 1.64 CHF 450'000 150'000 450'000 150'000 737'881 CHF 247'460 CHF 98.23% 98.23%
08.11.2024 0.62% 1.56 CHF 1.57 CHF 450'000 150'000 450'000 150'000 718'572 CHF 241'024 CHF 93.03% 93.03%
07.11.2024 0.61% 1.69 CHF 1.70 CHF 450'000 150'000 450'000 150'000 738'078 CHF 247'526 CHF 98.17% 98.17%

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