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% 1.40 CHF 1.41 CHF 500'000 100'000 500'000 100'000 710'801 CHF 143'160 CHF 99.27% 99.27%
19.11.2024 0.71% 1.39 CHF 1.40 CHF 500'000 100'000 500'000 100'000 699'297 CHF 140'859 CHF 99.27% 99.27%
18.11.2024 0.72% 1.40 CHF 1.41 CHF 500'000 100'000 500'000 100'000 696'124 CHF 140'225 CHF 99.27% 99.27%
15.11.2024 0.73% 1.37 CHF 1.38 CHF 500'000 100'000 500'000 100'000 679'890 CHF 136'978 CHF 99.27% 99.27%
14.11.2024 0.75% 1.35 CHF 1.36 CHF 500'000 100'000 500'000 100'000 662'126 CHF 133'425 CHF 99.27% 99.27%
13.11.2024 0.75% 1.32 CHF 1.33 CHF 500'000 100'000 500'000 100'000 662'262 CHF 133'452 CHF 99.27% 99.27%
12.11.2024 0.74% 1.34 CHF 1.35 CHF 500'000 100'000 500'000 100'000 674'422 CHF 135'884 CHF 99.25% 99.25%
11.11.2024 0.72% 1.38 CHF 1.39 CHF 500'000 100'000 500'000 100'000 690'195 CHF 139'039 CHF 99.27% 99.27%
08.11.2024 0.74% 1.36 CHF 1.37 CHF 500'000 100'000 500'000 100'000 673'034 CHF 135'607 CHF 99.25% 99.25%
07.11.2024 0.71% 1.40 CHF 1.41 CHF 500'000 100'000 500'000 100'000 700'000 CHF 141'000 CHF 1.12% 1.12%

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