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% 1.57 CHF 1.58 CHF 450'000 150'000 450'000 150'000 705'358 CHF 236'619 CHF 98.92% 98.92%
19.11.2024 0.63% 1.57 CHF 1.58 CHF 450'000 150'000 450'000 150'000 714'877 CHF 239'792 CHF 90.21% 90.21%
18.11.2024 0.66% 1.51 CHF 1.52 CHF 450'000 150'000 450'000 150'000 675'063 CHF 226'521 CHF 97.13% 97.13%
15.11.2024 0.68% 1.48 CHF 1.49 CHF 450'000 150'000 450'000 150'000 661'848 CHF 222'116 CHF 98.34% 98.34%
14.11.2024 0.67% 1.43 CHF 1.44 CHF 450'000 150'000 450'000 150'000 665'680 CHF 223'393 CHF 98.90% 98.90%
13.11.2024 0.66% 1.55 CHF 1.56 CHF 450'000 150'000 450'000 150'000 683'274 CHF 229'258 CHF 96.39% 96.39%
12.11.2024 0.71% 1.42 CHF 1.43 CHF 450'000 150'000 450'000 150'000 635'445 CHF 213'315 CHF 94.02% 94.02%
11.11.2024 0.66% 1.50 CHF 1.51 CHF 450'000 150'000 450'000 150'000 684'408 CHF 229'636 CHF 97.87% 97.87%
08.11.2024 0.61% 1.63 CHF 1.64 CHF 450'000 150'000 450'000 150'000 729'764 CHF 244'755 CHF 93.08% 93.08%
07.11.2024 0.62% 1.61 CHF 1.62 CHF 450'000 150'000 450'000 150'000 720'176 CHF 241'559 CHF 98.20% 98.20%

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