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 0.55% 1.80 CHF 1.81 CHF 600'000 200'000 600'000 200'000 1'095'540 CHF 367'180 CHF 98.89% 98.89%
19.11.2024 0.56% 1.78 CHF 1.79 CHF 600'000 200'000 600'000 200'000 1'064'210 CHF 356'738 CHF 97.94% 97.94%
18.11.2024 0.54% 1.86 CHF 1.87 CHF 600'000 200'000 600'000 200'000 1'110'460 CHF 372'153 CHF 97.18% 97.18%
15.11.2024 0.54% 1.84 CHF 1.85 CHF 600'000 200'000 600'000 200'000 1'099'430 CHF 368'477 CHF 98.26% 98.26%
14.11.2024 0.56% 1.82 CHF 1.83 CHF 600'000 200'000 600'000 200'000 1'071'590 CHF 359'196 CHF 98.91% 98.91%
13.11.2024 0.57% 1.71 CHF 1.72 CHF 600'000 200'000 600'000 200'000 1'057'790 CHF 354'597 CHF 86.84% 86.84%
12.11.2024 0.55% 1.77 CHF 1.78 CHF 600'000 200'000 600'000 200'000 1'091'970 CHF 365'989 CHF 96.37% 96.37%
11.11.2024 0.55% 1.86 CHF 1.87 CHF 600'000 200'000 600'000 200'000 1'086'260 CHF 364'086 CHF 98.94% 98.94%
08.11.2024 0.57% 1.72 CHF 1.73 CHF 600'000 200'000 600'000 200'000 1'045'870 CHF 350'623 CHF 90.11% 90.11%
07.11.2024 0.53% 1.85 CHF 1.86 CHF 600'000 200'000 600'000 200'000 1'129'320 CHF 378'441 CHF 98.25% 98.25%

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