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 0.57% 1.75 CHF 1.76 CHF 300'000 100'000 300'000 100'000 520'614 CHF 174'538 CHF 99.44% 99.44%
19.11.2024 0.58% 1.75 CHF 1.76 CHF 300'000 100'000 300'000 100'000 518'467 CHF 173'822 CHF 98.94% 98.94%
18.11.2024 0.57% 1.75 CHF 1.76 CHF 300'000 100'000 300'000 100'000 523'090 CHF 175'363 CHF 97.69% 97.69%
15.11.2024 0.57% 1.75 CHF 1.76 CHF 300'000 100'000 300'000 100'000 522'339 CHF 175'113 CHF 99.44% 99.44%
14.11.2024 0.62% 1.60 CHF 1.61 CHF 300'000 100'000 300'000 100'000 486'205 CHF 163'068 CHF 99.44% 99.44%
13.11.2024 0.62% 1.61 CHF 1.62 CHF 300'000 100'000 300'000 100'000 481'244 CHF 161'415 CHF 96.93% 96.93%
12.11.2024 0.64% 1.57 CHF 1.58 CHF 300'000 100'000 300'000 100'000 469'941 CHF 157'647 CHF 96.81% 96.81%
11.11.2024 0.65% 1.54 CHF 1.55 CHF 300'000 100'000 300'000 100'000 458'099 CHF 153'700 CHF 98.87% 98.87%
08.11.2024 0.65% 1.54 CHF 1.55 CHF 300'000 100'000 300'000 100'000 458'426 CHF 153'809 CHF 93.35% 93.35%
07.11.2024 0.64% 1.56 CHF 1.57 CHF 300'000 100'000 300'000 100'000 466'681 CHF 156'560 CHF 98.70% 98.70%

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