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 0.51% 1.92 CHF 1.93 CHF 750'000 250'000 750'000 250'000 1'457'770 CHF 488'424 CHF 99.38% 99.38%
19.11.2024 0.52% 1.87 CHF 1.88 CHF 750'000 250'000 750'000 250'000 1'426'970 CHF 478'157 CHF 99.37% 99.37%
18.11.2024 0.56% 1.84 CHF 1.85 CHF 750'000 250'000 750'000 250'000 1'334'720 CHF 447'406 CHF 99.25% 99.25%
15.11.2024 0.61% 1.66 CHF 1.67 CHF 750'000 250'000 750'000 250'000 1'226'370 CHF 411'291 CHF 99.38% 99.38%
14.11.2024 0.65% 1.61 CHF 1.62 CHF 750'000 250'000 750'000 250'000 1'148'030 CHF 385'177 CHF 99.37% 99.37%
13.11.2024 0.63% 1.60 CHF 1.61 CHF 750'000 250'000 750'000 250'000 1'190'830 CHF 399'445 CHF 99.37% 99.37%
12.11.2024 0.61% 1.55 CHF 1.56 CHF 750'000 250'000 750'000 250'000 1'217'240 CHF 408'247 CHF 99.38% 99.38%
11.11.2024 0.57% 1.71 CHF 1.72 CHF 750'000 250'000 750'000 250'000 1'310'780 CHF 439'427 CHF 99.37% 99.37%
08.11.2024 0.69% 1.44 CHF 1.45 CHF 750'000 250'000 750'000 250'000 1'085'420 CHF 364'306 CHF 99.37% 99.37%
07.11.2024 0.66% 1.53 CHF 1.54 CHF 750'000 250'000 750'000 250'000 1'141'570 CHF 383'024 CHF 98.36% 98.36%

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