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 0.87% 1.21 CHF 1.22 CHF 450'000 150'000 450'000 150'000 517'377 CHF 173'959 CHF 99.36% 99.36%
19.11.2024 0.84% 1.13 CHF 1.14 CHF 450'000 150'000 450'000 150'000 535'734 CHF 180'078 CHF 98.00% 98.00%
18.11.2024 0.79% 1.25 CHF 1.26 CHF 450'000 150'000 450'000 150'000 568'916 CHF 191'139 CHF 97.65% 97.65%
15.11.2024 0.80% 1.30 CHF 1.31 CHF 450'000 150'000 450'000 150'000 563'114 CHF 189'205 CHF 96.95% 96.95%
14.11.2024 0.96% 1.02 CHF 1.03 CHF 450'000 150'000 450'000 150'000 467'842 CHF 157'447 CHF 99.36% 99.36%
13.11.2024 0.88% 1.06 CHF 1.07 CHF 450'000 150'000 450'000 150'000 507'818 CHF 170'773 CHF 94.80% 94.80%
12.11.2024 0.90% 1.13 CHF 1.14 CHF 450'000 150'000 450'000 150'000 500'382 CHF 168'294 CHF 96.82% 96.82%
11.11.2024 0.93% 1.10 CHF 1.11 CHF 450'000 150'000 450'000 150'000 480'851 CHF 161'784 CHF 99.35% 99.35%
08.11.2024 0.96% 1.00 CHF 1.01 CHF 450'000 150'000 450'000 150'000 467'692 CHF 157'398 CHF 90.99% 90.99%
07.11.2024 0.89% 1.11 CHF 1.12 CHF 450'000 150'000 450'000 150'000 505'675 CHF 170'058 CHF 97.40% 97.40%

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