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 0.59% 1.70 CHF 1.71 CHF 500'000 100'000 500'000 100'000 847'469 CHF 170'494 CHF 99.27% 99.27%
19.11.2024 0.59% 1.68 CHF 1.69 CHF 500'000 100'000 500'000 100'000 840'200 CHF 169'040 CHF 99.27% 99.27%
18.11.2024 0.61% 1.64 CHF 1.65 CHF 500'000 100'000 500'000 100'000 815'126 CHF 164'025 CHF 99.27% 99.27%
15.11.2024 0.61% 1.64 CHF 1.65 CHF 500'000 100'000 500'000 100'000 822'744 CHF 165'549 CHF 99.27% 99.27%
14.11.2024 0.59% 1.66 CHF 1.67 CHF 500'000 100'000 500'000 100'000 842'629 CHF 169'526 CHF 99.27% 99.27%
13.11.2024 0.58% 1.71 CHF 1.72 CHF 500'000 100'000 500'000 100'000 859'619 CHF 172'924 CHF 99.27% 99.27%
12.11.2024 0.58% 1.74 CHF 1.75 CHF 500'000 100'000 500'000 100'000 861'042 CHF 173'208 CHF 99.25% 99.25%
11.11.2024 0.60% 1.67 CHF 1.68 CHF 500'000 100'000 500'000 100'000 836'666 CHF 168'333 CHF 99.27% 99.27%
08.11.2024 0.60% 1.69 CHF 1.70 CHF 500'000 100'000 500'000 100'000 831'122 CHF 167'224 CHF 99.26% 99.26%
07.11.2024 0.63% 1.57 CHF 1.58 CHF 500'000 100'000 500'000 100'000 785'000 CHF 158'000 CHF 1.12% 1.12%

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