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 0.71% 1.38 CHF 1.39 CHF 300'000 100'000 300'000 100'000 418'952 CHF 140'651 CHF 97.80% 97.80%
19.11.2024 0.70% 1.43 CHF 1.44 CHF 300'000 100'000 300'000 100'000 426'997 CHF 143'332 CHF 93.00% 93.00%
18.11.2024 0.68% 1.44 CHF 1.45 CHF 300'000 100'000 300'000 100'000 438'731 CHF 147'244 CHF 93.74% 93.74%
15.11.2024 0.68% 1.51 CHF 1.52 CHF 300'000 100'000 300'000 100'000 437'646 CHF 146'882 CHF 96.44% 96.44%
14.11.2024 0.69% 1.46 CHF 1.47 CHF 300'000 100'000 300'000 100'000 435'080 CHF 146'027 CHF 97.73% 97.73%
13.11.2024 0.68% 1.45 CHF 1.46 CHF 300'000 100'000 300'000 100'000 439'100 CHF 147'367 CHF 94.88% 94.88%
12.11.2024 0.66% 1.48 CHF 1.49 CHF 300'000 100'000 300'000 100'000 450'580 CHF 151'193 CHF 96.35% 96.35%
11.11.2024 0.65% 1.52 CHF 1.53 CHF 300'000 100'000 300'000 100'000 456'630 CHF 153'210 CHF 96.37% 96.37%
08.11.2024 0.64% 1.56 CHF 1.57 CHF 300'000 100'000 300'000 100'000 470'300 CHF 157'767 CHF 92.15% 92.15%
07.11.2024 0.63% 1.56 CHF 1.57 CHF 300'000 100'000 300'000 100'000 477'926 CHF 160'309 CHF 98.22% 98.22%

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