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 0.71% 1.42 CHF 1.43 CHF 300'000 50'000 300'000 50'000 419'159 CHF 70'360 CHF 99.17% 99.17%
19.11.2024 0.68% 1.35 CHF 1.36 CHF 300'000 50'000 300'000 50'000 439'710 CHF 73'785 CHF 96.62% 96.62%
18.11.2024 0.61% 1.65 CHF 1.66 CHF 300'000 50'000 300'000 89'146 487'787 CHF 145'672 CHF 99.21% 99.21%
15.11.2024 0.61% 1.62 CHF 1.63 CHF 300'000 100'000 300'000 100'000 488'722 CHF 163'908 CHF 99.17% 99.17%
14.11.2024 0.59% 1.70 CHF 1.71 CHF 300'000 100'000 300'000 100'000 504'545 CHF 169'182 CHF 99.15% 99.15%
13.11.2024 0.61% 1.67 CHF 1.68 CHF 300'000 100'000 300'000 100'000 488'006 CHF 163'669 CHF 99.16% 99.16%
12.11.2024 0.56% 1.75 CHF 1.76 CHF 300'000 100'000 300'000 100'000 537'241 CHF 180'080 CHF 99.17% 99.17%
11.11.2024 0.53% 1.84 CHF 1.85 CHF 300'000 100'000 300'000 100'000 566'133 CHF 189'711 CHF 99.16% 99.16%
08.11.2024 0.56% 1.81 CHF 1.82 CHF 300'000 100'000 300'000 100'000 537'132 CHF 180'044 CHF 99.17% 99.17%
07.11.2024 0.55% 1.77 CHF 1.78 CHF 300'000 100'000 300'000 100'000 547'384 CHF 183'461 CHF 98.19% 98.19%

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