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 0.57% 1.68 CHF 1.69 CHF 450'000 150'000 450'000 150'000 782'109 CHF 262'203 CHF 99.38% 99.38%
19.11.2024 0.60% 1.65 CHF 1.66 CHF 450'000 150'000 450'000 150'000 742'830 CHF 249'110 CHF 99.37% 99.37%
18.11.2024 0.59% 1.66 CHF 1.67 CHF 450'000 150'000 450'000 150'000 756'917 CHF 253'806 CHF 99.38% 99.38%
15.11.2024 0.58% 1.69 CHF 1.70 CHF 450'000 150'000 450'000 150'000 769'352 CHF 257'951 CHF 99.36% 99.36%
14.11.2024 0.56% 1.78 CHF 1.79 CHF 450'000 150'000 450'000 150'000 796'991 CHF 267'164 CHF 99.38% 99.38%
13.11.2024 0.57% 1.75 CHF 1.76 CHF 450'000 150'000 450'000 150'000 782'867 CHF 262'456 CHF 99.38% 99.38%
12.11.2024 0.58% 1.73 CHF 1.74 CHF 450'000 150'000 450'000 150'000 776'657 CHF 260'386 CHF 99.16% 99.16%
11.11.2024 0.56% 1.75 CHF 1.76 CHF 450'000 150'000 450'000 150'000 804'205 CHF 269'568 CHF 99.37% 99.37%
08.11.2024 0.58% 1.71 CHF 1.72 CHF 450'000 150'000 450'000 150'000 769'942 CHF 258'147 CHF 99.37% 99.37%
07.11.2024 0.58% 1.69 CHF 1.70 CHF 450'000 150'000 450'000 150'000 768'871 CHF 257'790 CHF 98.58% 98.58%

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