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 0.52% 1.92 CHF 1.93 CHF 150'000 150'000 150'000 150'000 285'783 CHF 287'283 CHF 99.39% 99.39%
19.11.2024 0.53% 1.90 CHF 1.91 CHF 150'000 150'000 150'000 150'000 284'484 CHF 285'984 CHF 99.31% 99.31%
18.11.2024 0.52% 1.91 CHF 1.92 CHF 150'000 150'000 150'000 150'000 285'419 CHF 286'919 CHF 99.31% 99.31%
15.11.2024 0.53% 1.90 CHF 1.91 CHF 150'000 150'000 150'000 150'000 284'371 CHF 285'871 CHF 99.38% 99.38%
14.11.2024 0.53% 1.89 CHF 1.90 CHF 150'000 150'000 150'000 150'000 284'835 CHF 286'335 CHF 99.37% 99.37%
13.11.2024 0.53% 1.90 CHF 1.91 CHF 150'000 150'000 150'000 150'000 283'568 CHF 285'068 CHF 99.38% 99.38%
12.11.2024 0.54% 1.88 CHF 1.89 CHF 150'000 150'000 150'000 150'000 276'000 CHF 277'500 CHF 99.07% 99.07%
11.11.2024 0.59% 1.70 CHF 1.71 CHF 150'000 150'000 150'000 150'000 255'313 CHF 256'813 CHF 99.30% 99.30%
08.11.2024 0.58% 1.72 CHF 1.73 CHF 150'000 150'000 150'000 150'000 258'936 CHF 260'436 CHF 99.39% 99.39%
07.11.2024 0.58% 1.72 CHF 1.73 CHF 150'000 150'000 150'000 150'000 256'943 CHF 258'443 CHF 99.23% 99.23%

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