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 0.58% 1.69 CHF 1.70 CHF 450'000 150'000 450'000 150'000 769'207 CHF 257'902 CHF 99.29% 99.29%
19.11.2024 0.62% 1.67 CHF 1.68 CHF 450'000 150'000 450'000 150'000 722'768 CHF 242'423 CHF 98.98% 98.98%
18.11.2024 0.63% 1.63 CHF 1.64 CHF 450'000 150'000 450'000 150'000 710'511 CHF 238'337 CHF 99.24% 99.24%
15.11.2024 0.57% 1.62 CHF 1.63 CHF 450'000 150'000 450'000 150'000 787'037 CHF 263'846 CHF 99.34% 99.34%
14.11.2024 0.54% 1.84 CHF 1.85 CHF 450'000 150'000 450'000 150'000 829'095 CHF 277'865 CHF 97.81% 97.81%
13.11.2024 0.53% 1.80 CHF 1.81 CHF 450'000 150'000 450'000 150'000 848'960 CHF 284'487 CHF 95.26% 95.26%
12.11.2024 0.51% 1.92 CHF 1.93 CHF 450'000 150'000 450'000 150'000 872'136 CHF 292'212 CHF 99.36% 99.36%
11.11.2024 0.48% 2.00 CHF 2.01 CHF 450'000 150'000 450'000 150'000 934'482 CHF 312'994 CHF 99.36% 99.36%
08.11.2024 0.46% 2.07 CHF 2.08 CHF 450'000 150'000 450'000 150'000 971'829 CHF 325'443 CHF 99.33% 99.33%
07.11.2024 0.53% 2.24 CHF 2.25 CHF 450'000 150'000 450'000 150'000 859'961 CHF 288'154 CHF 98.63% 98.63%

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