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 0.54% 1.83 CHF 1.84 CHF 450'000 150'000 450'000 150'000 835'210 CHF 279'903 CHF 99.03% 99.03%
19.11.2024 0.57% 1.82 CHF 1.83 CHF 450'000 150'000 450'000 150'000 788'207 CHF 264'236 CHF 98.89% 98.89%
18.11.2024 0.58% 1.78 CHF 1.79 CHF 450'000 150'000 450'000 150'000 776'576 CHF 260'359 CHF 99.24% 99.24%
15.11.2024 0.53% 1.76 CHF 1.77 CHF 450'000 150'000 450'000 150'000 852'640 CHF 285'713 CHF 99.36% 99.36%
14.11.2024 0.50% 1.99 CHF 2.00 CHF 450'000 150'000 450'000 150'000 895'287 CHF 299'929 CHF 98.08% 98.08%
13.11.2024 0.49% 1.95 CHF 1.96 CHF 450'000 150'000 450'000 150'000 914'853 CHF 306'451 CHF 95.27% 95.27%
12.11.2024 0.48% 2.07 CHF 2.08 CHF 450'000 150'000 450'000 150'000 937'810 CHF 314'103 CHF 99.38% 99.38%
11.11.2024 0.45% 2.14 CHF 2.15 CHF 450'000 150'000 450'000 150'000 999'995 CHF 334'832 CHF 99.38% 99.38%
08.11.2024 0.43% 2.22 CHF 2.23 CHF 450'000 150'000 450'000 150'000 1'036'420 CHF 346'974 CHF 99.38% 99.38%
07.11.2024 0.49% 2.38 CHF 2.39 CHF 450'000 150'000 450'000 150'000 924'261 CHF 309'587 CHF 98.56% 98.56%

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