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% 1.55 CHF 1.56 CHF 300'000 100'000 300'000 100'000 459'659 CHF 154'220 CHF 98.36% 98.36%
19.11.2024 0.64% 1.54 CHF 1.55 CHF 300'000 100'000 300'000 100'000 466'540 CHF 156'513 CHF 97.52% 97.52%
18.11.2024 0.66% 1.53 CHF 1.54 CHF 300'000 100'000 300'000 100'000 454'823 CHF 152'608 CHF 96.01% 96.01%
15.11.2024 0.66% 1.50 CHF 1.51 CHF 300'000 100'000 300'000 100'000 452'826 CHF 151'942 CHF 98.90% 98.90%
14.11.2024 0.64% 1.55 CHF 1.56 CHF 300'000 100'000 300'000 100'000 465'943 CHF 156'314 CHF 96.90% 96.90%
13.11.2024 0.64% 1.56 CHF 1.57 CHF 300'000 100'000 300'000 100'000 463'922 CHF 155'641 CHF 94.57% 94.57%
12.11.2024 0.65% 1.54 CHF 1.55 CHF 300'000 100'000 300'000 100'000 456'756 CHF 153'252 CHF 94.63% 94.63%
11.11.2024 0.65% 1.51 CHF 1.52 CHF 300'000 100'000 300'000 100'000 456'520 CHF 153'173 CHF 96.47% 96.47%
08.11.2024 0.65% 1.53 CHF 1.54 CHF 300'000 100'000 300'000 100'000 457'770 CHF 153'590 CHF 92.06% 92.06%
07.11.2024 0.65% 1.54 CHF 1.55 CHF 300'000 100'000 300'000 100'000 463'492 CHF 155'497 CHF 97.60% 97.60%

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