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 0.82% 1.24 CHF 1.25 CHF 150'000 50'000 150'000 50'000 182'710 CHF 61'403 CHF 99.38% 99.38%
19.11.2024 0.81% 1.20 CHF 1.21 CHF 150'000 50'000 150'000 50'000 183'874 CHF 61'791 CHF 99.38% 99.38%
18.11.2024 0.78% 1.26 CHF 1.27 CHF 150'000 50'000 150'000 50'000 192'332 CHF 64'611 CHF 97.51% 97.51%
15.11.2024 0.87% 1.25 CHF 1.26 CHF 150'000 50'000 150'000 50'000 171'516 CHF 57'672 CHF 99.37% 99.37%
14.11.2024 0.91% 1.18 CHF 1.19 CHF 150'000 50'000 150'000 50'000 165'422 CHF 55'641 CHF 93.45% 93.45%
13.11.2024 1.12% 0.90 CHF 0.91 CHF 150'000 50'000 150'000 50'000 133'548 CHF 45'016 CHF 96.85% 96.85%
12.11.2024 1.14% 0.86 CHF 0.87 CHF 150'000 50'000 150'000 50'000 130'445 CHF 43'982 CHF 96.82% 96.82%
11.11.2024 1.18% 0.86 CHF 0.87 CHF 150'000 50'000 150'000 50'000 126'227 CHF 42'576 CHF 99.14% 99.14%
08.11.2024 1.22% 0.82 CHF 0.83 CHF 150'000 50'000 150'000 50'000 122'567 CHF 41'356 CHF 90.43% 90.43%
07.11.2024 1.21% 0.82 CHF 0.83 CHF 150'000 50'000 150'000 50'000 123'544 CHF 41'681 CHF 97.29% 97.29%

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