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 0.75% 1.39 CHF 1.40 CHF 450'000 150'000 450'000 150'000 598'922 CHF 201'141 CHF 99.36% 99.36%
19.11.2024 0.73% 1.31 CHF 1.32 CHF 450'000 150'000 450'000 150'000 617'622 CHF 207'374 CHF 98.00% 98.00%
18.11.2024 0.69% 1.44 CHF 1.45 CHF 450'000 150'000 450'000 150'000 651'226 CHF 218'575 CHF 97.51% 97.51%
15.11.2024 0.69% 1.48 CHF 1.49 CHF 450'000 150'000 450'000 150'000 645'672 CHF 216'724 CHF 96.95% 96.95%
14.11.2024 0.81% 1.20 CHF 1.21 CHF 450'000 150'000 450'000 150'000 550'511 CHF 185'004 CHF 99.36% 99.36%
13.11.2024 0.76% 1.24 CHF 1.25 CHF 450'000 150'000 450'000 150'000 589'471 CHF 197'990 CHF 94.63% 94.63%
12.11.2024 0.77% 1.31 CHF 1.32 CHF 450'000 150'000 450'000 150'000 582'597 CHF 195'699 CHF 96.77% 96.77%
11.11.2024 0.80% 1.28 CHF 1.29 CHF 450'000 150'000 450'000 150'000 562'159 CHF 188'886 CHF 99.36% 99.36%
08.11.2024 0.82% 1.18 CHF 1.19 CHF 450'000 150'000 450'000 150'000 548'581 CHF 184'360 CHF 91.01% 91.01%
07.11.2024 0.76% 1.29 CHF 1.30 CHF 450'000 150'000 450'000 150'000 586'649 CHF 197'050 CHF 97.41% 97.41%

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