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 0.66% 1.48 CHF 1.49 CHF 600'000 200'000 600'000 200'000 902'983 CHF 302'994 CHF 89.44% 89.44%
19.11.2024 0.68% 1.46 CHF 1.47 CHF 600'000 200'000 600'000 200'000 873'505 CHF 293'168 CHF 90.49% 90.49%
18.11.2024 0.67% 1.51 CHF 1.52 CHF 600'000 200'000 600'000 200'000 890'849 CHF 298'950 CHF 88.87% 88.87%
15.11.2024 0.64% 1.52 CHF 1.53 CHF 600'000 200'000 600'000 200'000 935'213 CHF 313'738 CHF 86.14% 86.14%
14.11.2024 0.64% 1.58 CHF 1.59 CHF 600'000 200'000 600'000 200'000 938'456 CHF 314'819 CHF 89.16% 89.16%
13.11.2024 0.64% 1.54 CHF 1.55 CHF 600'000 200'000 600'000 200'000 934'830 CHF 313'610 CHF 83.41% 83.41%
12.11.2024 0.63% 1.55 CHF 1.56 CHF 600'000 200'000 600'000 200'000 954'100 CHF 320'033 CHF 91.57% 91.57%
11.11.2024 0.59% 1.69 CHF 1.70 CHF 600'000 200'000 600'000 200'000 1'012'910 CHF 339'637 CHF 92.97% 92.97%
08.11.2024 0.62% 1.57 CHF 1.58 CHF 600'000 200'000 600'000 200'000 964'222 CHF 323'407 CHF 88.03% 88.03%
07.11.2024 0.61% 1.66 CHF 1.67 CHF 600'000 200'000 600'000 200'000 983'690 CHF 329'897 CHF 95.27% 95.27%

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