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 0.54% 1.84 CHF 1.85 CHF 500'000 100'000 500'000 100'000 919'060 CHF 184'812 CHF 99.27% 99.27%
19.11.2024 0.55% 1.82 CHF 1.83 CHF 500'000 100'000 500'000 100'000 911'780 CHF 183'356 CHF 99.27% 99.27%
18.11.2024 0.56% 1.79 CHF 1.80 CHF 500'000 100'000 500'000 100'000 887'930 CHF 178'586 CHF 99.27% 99.27%
15.11.2024 0.56% 1.78 CHF 1.79 CHF 500'000 100'000 500'000 100'000 894'479 CHF 179'896 CHF 99.27% 99.27%
14.11.2024 0.55% 1.81 CHF 1.82 CHF 500'000 100'000 500'000 100'000 914'538 CHF 183'908 CHF 99.27% 99.27%
13.11.2024 0.54% 1.85 CHF 1.86 CHF 500'000 100'000 500'000 100'000 931'250 CHF 187'250 CHF 99.27% 99.27%
12.11.2024 0.53% 1.88 CHF 1.89 CHF 500'000 100'000 500'000 100'000 933'029 CHF 187'606 CHF 99.25% 99.25%
11.11.2024 0.55% 1.82 CHF 1.83 CHF 500'000 100'000 500'000 100'000 908'480 CHF 182'696 CHF 99.27% 99.27%
08.11.2024 0.55% 1.84 CHF 1.85 CHF 500'000 100'000 500'000 100'000 903'408 CHF 181'682 CHF 99.25% 99.25%
07.11.2024 0.58% 1.72 CHF 1.73 CHF 500'000 100'000 500'000 100'000 857'073 CHF 172'415 CHF 1.12% 1.12%

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