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% 1.85 CHF 1.86 CHF 450'000 150'000 450'000 150'000 819'087 CHF 274'529 CHF 98.73% 98.73%
19.11.2024 0.55% 1.82 CHF 1.83 CHF 450'000 150'000 450'000 150'000 817'530 CHF 274'010 CHF 90.15% 90.15%
18.11.2024 0.56% 1.78 CHF 1.79 CHF 450'000 150'000 450'000 150'000 801'999 CHF 268'833 CHF 96.19% 96.19%
15.11.2024 0.55% 1.80 CHF 1.81 CHF 450'000 150'000 450'000 150'000 811'533 CHF 272'011 CHF 98.29% 98.29%
14.11.2024 0.54% 1.83 CHF 1.84 CHF 450'000 150'000 450'000 150'000 829'744 CHF 278'081 CHF 98.94% 98.94%
13.11.2024 0.53% 1.89 CHF 1.90 CHF 450'000 150'000 450'000 150'000 845'007 CHF 283'169 CHF 86.84% 86.84%
12.11.2024 0.55% 1.85 CHF 1.86 CHF 450'000 150'000 450'000 150'000 815'709 CHF 273'403 CHF 96.25% 96.25%
11.11.2024 0.55% 1.81 CHF 1.82 CHF 450'000 150'000 450'000 150'000 821'248 CHF 275'249 CHF 98.94% 98.94%
08.11.2024 0.54% 1.85 CHF 1.86 CHF 450'000 150'000 450'000 150'000 825'286 CHF 276'595 CHF 98.86% 98.86%
07.11.2024 0.56% 1.77 CHF 1.78 CHF 450'000 150'000 450'000 150'000 805'211 CHF 269'904 CHF 98.19% 98.19%

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