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 0.51% 1.98 CHF 1.99 CHF 450'000 150'000 450'000 150'000 887'653 CHF 297'384 CHF 98.84% 98.84%
19.11.2024 0.52% 1.95 CHF 1.96 CHF 450'000 150'000 450'000 150'000 866'013 CHF 290'171 CHF 90.62% 90.62%
18.11.2024 0.52% 1.91 CHF 1.92 CHF 450'000 150'000 450'000 150'000 855'019 CHF 286'506 CHF 95.47% 95.47%
15.11.2024 0.52% 1.90 CHF 1.91 CHF 450'000 150'000 450'000 150'000 855'903 CHF 286'801 CHF 97.79% 97.79%
14.11.2024 0.52% 1.92 CHF 1.93 CHF 450'000 150'000 450'000 150'000 858'213 CHF 287'571 CHF 98.73% 98.73%
13.11.2024 0.53% 1.89 CHF 1.90 CHF 450'000 150'000 450'000 150'000 841'439 CHF 281'980 CHF 96.53% 96.53%
12.11.2024 0.49% 2.07 CHF 2.08 CHF 450'000 150'000 450'000 150'000 918'732 CHF 307'744 CHF 95.52% 95.52%
11.11.2024 0.49% 2.02 CHF 2.03 CHF 450'000 150'000 450'000 150'000 906'984 CHF 303'828 CHF 98.35% 98.35%
08.11.2024 0.48% 2.07 CHF 2.08 CHF 450'000 150'000 450'000 150'000 931'958 CHF 312'153 CHF 92.98% 92.98%
07.11.2024 0.48% 2.07 CHF 2.08 CHF 450'000 150'000 450'000 150'000 938'017 CHF 314'172 CHF 97.76% 97.76%

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