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 0.65% 1.50 CHF 1.51 CHF 600'000 200'000 600'000 200'000 919'067 CHF 308'356 CHF 99.37% 99.37%
19.11.2024 0.69% 1.45 CHF 1.46 CHF 600'000 200'000 600'000 200'000 872'201 CHF 292'734 CHF 99.38% 99.38%
18.11.2024 0.68% 1.48 CHF 1.49 CHF 600'000 200'000 600'000 200'000 883'962 CHF 296'654 CHF 99.26% 99.26%
15.11.2024 0.72% 1.43 CHF 1.44 CHF 600'000 200'000 600'000 200'000 827'178 CHF 277'726 CHF 99.37% 99.37%
14.11.2024 0.72% 1.48 CHF 1.49 CHF 600'000 200'000 600'000 200'000 832'880 CHF 279'627 CHF 99.37% 99.37%
13.11.2024 0.67% 1.49 CHF 1.50 CHF 600'000 200'000 600'000 200'000 892'581 CHF 299'527 CHF 99.37% 99.37%
12.11.2024 0.69% 1.39 CHF 1.40 CHF 600'000 200'000 600'000 200'000 867'161 CHF 291'054 CHF 99.38% 99.38%
11.11.2024 0.64% 1.54 CHF 1.55 CHF 600'000 200'000 600'000 200'000 930'909 CHF 312'303 CHF 99.38% 99.38%
08.11.2024 0.65% 1.53 CHF 1.54 CHF 600'000 200'000 600'000 200'000 917'126 CHF 307'709 CHF 99.37% 99.37%
07.11.2024 0.62% 1.57 CHF 1.58 CHF 600'000 200'000 600'000 200'000 957'818 CHF 321'273 CHF 98.37% 98.37%

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