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% 1.46 CHF 1.47 CHF 750'000 300'000 750'000 300'000 1'129'670 CHF 454'869 CHF 97.63% 97.63%
19.11.2024 0.66% 1.52 CHF 1.53 CHF 750'000 300'000 750'000 300'000 1'124'630 CHF 452'853 CHF 89.99% 89.99%
18.11.2024 0.65% 1.56 CHF 1.57 CHF 750'000 300'000 750'000 300'000 1'157'970 CHF 466'187 CHF 93.88% 93.88%
15.11.2024 0.67% 1.49 CHF 1.50 CHF 750'000 300'000 750'000 300'000 1'122'260 CHF 451'902 CHF 94.09% 94.09%
14.11.2024 0.67% 1.50 CHF 1.51 CHF 750'000 300'000 750'000 300'000 1'110'170 CHF 447'069 CHF 97.35% 97.35%
13.11.2024 0.68% 1.45 CHF 1.46 CHF 750'000 300'000 750'000 300'000 1'102'530 CHF 444'012 CHF 94.31% 94.31%
12.11.2024 0.66% 1.46 CHF 1.47 CHF 750'000 300'000 750'000 300'000 1'128'650 CHF 454'459 CHF 92.57% 92.57%
11.11.2024 0.65% 1.55 CHF 1.56 CHF 750'000 300'000 750'000 300'000 1'148'670 CHF 462'467 CHF 94.26% 94.26%
08.11.2024 0.66% 1.50 CHF 1.51 CHF 750'000 300'000 750'000 300'000 1'130'030 CHF 455'013 CHF 92.61% 92.61%
07.11.2024 0.64% 1.54 CHF 1.55 CHF 750'000 300'000 750'000 300'000 1'169'380 CHF 470'751 CHF 97.77% 97.77%

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