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 0.64% 1.56 CHF 1.57 CHF 500'000 100'000 500'000 100'000 781'741 CHF 157'348 CHF 99.27% 99.27%
19.11.2024 0.66% 1.51 CHF 1.52 CHF 500'000 100'000 500'000 100'000 754'272 CHF 151'854 CHF 99.27% 99.27%
18.11.2024 0.63% 1.58 CHF 1.59 CHF 500'000 100'000 500'000 100'000 786'547 CHF 158'309 CHF 99.27% 99.27%
15.11.2024 0.62% 1.59 CHF 1.60 CHF 500'000 100'000 500'000 100'000 804'902 CHF 161'980 CHF 99.27% 99.27%
14.11.2024 0.63% 1.64 CHF 1.65 CHF 500'000 100'000 500'000 100'000 796'618 CHF 160'324 CHF 99.27% 99.27%
13.11.2024 0.66% 1.55 CHF 1.56 CHF 500'000 100'000 500'000 100'000 759'623 CHF 152'925 CHF 99.27% 99.27%
12.11.2024 0.61% 1.61 CHF 1.62 CHF 500'000 100'000 500'000 100'000 823'613 CHF 165'723 CHF 99.25% 99.25%
11.11.2024 0.60% 1.68 CHF 1.69 CHF 500'000 100'000 500'000 100'000 836'917 CHF 168'383 CHF 99.27% 99.27%
08.11.2024 0.62% 1.61 CHF 1.62 CHF 500'000 100'000 500'000 100'000 808'629 CHF 162'726 CHF 99.26% 99.26%
07.11.2024 0.63% 1.60 CHF 1.61 CHF 500'000 100'000 500'000 100'000 797'271 CHF 160'454 CHF 1.12% 1.12%

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