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 0.86% 1.12 CHF 1.13 CHF 450'000 150'000 450'000 150'000 521'903 CHF 175'468 CHF 99.37% 99.37%
19.11.2024 0.85% 1.17 CHF 1.18 CHF 450'000 150'000 450'000 150'000 524'559 CHF 176'353 CHF 99.37% 99.37%
18.11.2024 0.88% 1.15 CHF 1.16 CHF 450'000 150'000 450'000 150'000 511'138 CHF 171'879 CHF 99.26% 99.26%
15.11.2024 0.91% 1.10 CHF 1.11 CHF 450'000 150'000 450'000 150'000 492'679 CHF 165'726 CHF 99.38% 99.38%
14.11.2024 0.90% 1.14 CHF 1.15 CHF 450'000 150'000 450'000 150'000 499'046 CHF 167'849 CHF 99.36% 99.36%
13.11.2024 0.91% 1.10 CHF 1.11 CHF 450'000 150'000 450'000 150'000 493'666 CHF 166'055 CHF 99.38% 99.38%
12.11.2024 0.84% 1.17 CHF 1.18 CHF 450'000 150'000 450'000 150'000 531'788 CHF 178'763 CHF 99.37% 99.37%
11.11.2024 0.79% 1.26 CHF 1.27 CHF 450'000 150'000 450'000 150'000 570'455 CHF 191'652 CHF 99.38% 99.38%
08.11.2024 0.78% 1.27 CHF 1.28 CHF 450'000 150'000 450'000 150'000 572'714 CHF 192'405 CHF 99.38% 99.38%
07.11.2024 0.77% 1.27 CHF 1.28 CHF 450'000 150'000 450'000 150'000 584'980 CHF 196'493 CHF 98.37% 98.37%

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