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 0.69% 1.45 CHF 1.46 CHF 300'000 100'000 300'000 100'000 430'882 CHF 144'627 CHF 99.38% 99.38%
19.11.2024 0.70% 1.45 CHF 1.46 CHF 300'000 100'000 300'000 100'000 426'050 CHF 143'017 CHF 99.37% 99.37%
18.11.2024 0.72% 1.42 CHF 1.43 CHF 300'000 100'000 300'000 100'000 416'068 CHF 139'689 CHF 99.38% 99.38%
15.11.2024 0.74% 1.31 CHF 1.32 CHF 300'000 100'000 300'000 100'000 404'579 CHF 135'860 CHF 99.36% 99.36%
14.11.2024 0.65% 1.58 CHF 1.59 CHF 300'000 100'000 300'000 100'000 461'460 CHF 154'820 CHF 99.37% 99.37%
13.11.2024 0.66% 1.55 CHF 1.56 CHF 300'000 100'000 300'000 100'000 452'033 CHF 151'678 CHF 99.38% 99.38%
12.11.2024 0.66% 1.51 CHF 1.52 CHF 300'000 100'000 300'000 100'000 454'047 CHF 152'349 CHF 99.15% 99.15%
11.11.2024 0.64% 1.54 CHF 1.55 CHF 300'000 100'000 300'000 100'000 465'793 CHF 156'264 CHF 99.38% 99.38%
08.11.2024 0.65% 1.54 CHF 1.55 CHF 300'000 100'000 300'000 100'000 459'593 CHF 154'198 CHF 99.37% 99.37%
07.11.2024 0.68% 1.48 CHF 1.49 CHF 300'000 100'000 300'000 100'000 442'858 CHF 148'619 CHF 98.58% 98.58%

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