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 0.65% 1.57 CHF 1.58 CHF 450'000 150'000 450'000 150'000 692'788 CHF 232'429 CHF 98.72% 98.72%
19.11.2024 0.65% 1.54 CHF 1.55 CHF 450'000 150'000 450'000 150'000 691'320 CHF 231'940 CHF 90.64% 90.64%
18.11.2024 0.66% 1.50 CHF 1.51 CHF 450'000 150'000 450'000 150'000 675'449 CHF 226'650 CHF 96.62% 96.62%
15.11.2024 0.66% 1.52 CHF 1.53 CHF 450'000 150'000 450'000 150'000 684'665 CHF 229'722 CHF 98.28% 98.28%
14.11.2024 0.64% 1.55 CHF 1.56 CHF 450'000 150'000 450'000 150'000 702'975 CHF 235'825 CHF 98.95% 98.95%
13.11.2024 0.62% 1.61 CHF 1.62 CHF 450'000 150'000 450'000 150'000 718'198 CHF 240'899 CHF 87.00% 87.00%
12.11.2024 0.65% 1.57 CHF 1.58 CHF 450'000 150'000 450'000 150'000 689'033 CHF 231'178 CHF 96.36% 96.36%
11.11.2024 0.65% 1.53 CHF 1.54 CHF 450'000 150'000 450'000 150'000 694'275 CHF 232'925 CHF 98.94% 98.94%
08.11.2024 0.64% 1.57 CHF 1.58 CHF 450'000 150'000 450'000 150'000 698'202 CHF 234'234 CHF 98.88% 98.88%
07.11.2024 0.66% 1.49 CHF 1.50 CHF 450'000 150'000 450'000 150'000 677'606 CHF 227'369 CHF 98.21% 98.21%

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