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 0.81% 1.23 CHF 1.24 CHF 150'000 50'000 150'000 50'000 184'270 CHF 61'923 CHF 99.16% 99.16%
19.11.2024 0.82% 1.23 CHF 1.24 CHF 150'000 50'000 150'000 50'000 182'850 CHF 61'450 CHF 99.17% 99.17%
18.11.2024 0.80% 1.22 CHF 1.23 CHF 150'000 50'000 150'000 50'000 185'907 CHF 62'469 CHF 99.22% 99.22%
15.11.2024 0.80% 1.27 CHF 1.28 CHF 150'000 50'000 150'000 50'000 185'647 CHF 62'382 CHF 99.17% 99.17%
14.11.2024 0.82% 1.22 CHF 1.23 CHF 150'000 50'000 150'000 50'000 183'015 CHF 61'505 CHF 99.15% 99.15%
13.11.2024 0.84% 1.18 CHF 1.19 CHF 150'000 50'000 150'000 50'000 178'894 CHF 60'131 CHF 99.16% 99.16%
12.11.2024 0.85% 1.16 CHF 1.17 CHF 150'000 50'000 150'000 50'000 176'085 CHF 59'195 CHF 99.16% 99.16%
11.11.2024 0.80% 1.22 CHF 1.23 CHF 150'000 50'000 150'000 50'000 187'507 CHF 63'002 CHF 99.17% 99.17%
08.11.2024 0.80% 1.26 CHF 1.27 CHF 150'000 50'000 150'000 50'000 186'273 CHF 62'591 CHF 99.16% 99.16%
07.11.2024 0.80% 1.23 CHF 1.24 CHF 150'000 50'000 150'000 50'000 185'926 CHF 62'475 CHF 98.18% 98.18%

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