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 0.61% 1.67 CHF 1.68 CHF 300'000 100'000 300'000 100'000 491'038 CHF 164'679 CHF 99.44% 99.44%
19.11.2024 0.60% 1.64 CHF 1.65 CHF 300'000 100'000 300'000 100'000 496'784 CHF 166'595 CHF 99.44% 99.44%
18.11.2024 0.60% 1.66 CHF 1.67 CHF 300'000 100'000 300'000 100'000 497'874 CHF 166'958 CHF 97.25% 97.25%
15.11.2024 0.63% 1.64 CHF 1.65 CHF 300'000 100'000 300'000 100'000 478'441 CHF 160'480 CHF 99.45% 99.45%
14.11.2024 0.66% 1.52 CHF 1.53 CHF 300'000 100'000 300'000 100'000 451'263 CHF 151'421 CHF 99.44% 99.44%
13.11.2024 0.65% 1.53 CHF 1.54 CHF 300'000 100'000 300'000 100'000 459'626 CHF 154'209 CHF 96.92% 96.92%
12.11.2024 0.65% 1.54 CHF 1.55 CHF 300'000 100'000 300'000 100'000 458'999 CHF 154'000 CHF 96.86% 96.86%
11.11.2024 0.67% 1.51 CHF 1.52 CHF 300'000 100'000 300'000 100'000 445'552 CHF 149'517 CHF 99.44% 99.44%
08.11.2024 0.69% 1.47 CHF 1.48 CHF 300'000 100'000 300'000 100'000 432'085 CHF 145'028 CHF 99.28% 99.28%
07.11.2024 0.69% 1.44 CHF 1.45 CHF 300'000 100'000 300'000 100'000 434'135 CHF 145'712 CHF 98.68% 98.68%

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