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 0.71% 1.35 CHF 1.36 CHF 450'000 150'000 450'000 150'000 631'956 CHF 212'152 CHF 99.38% 99.38%
19.11.2024 0.76% 1.32 CHF 1.33 CHF 450'000 150'000 450'000 150'000 593'339 CHF 199'280 CHF 99.37% 99.37%
18.11.2024 0.74% 1.33 CHF 1.34 CHF 450'000 150'000 450'000 150'000 606'800 CHF 203'767 CHF 99.38% 99.38%
15.11.2024 0.72% 1.36 CHF 1.37 CHF 450'000 150'000 450'000 150'000 620'852 CHF 208'451 CHF 99.36% 99.36%
14.11.2024 0.69% 1.45 CHF 1.46 CHF 450'000 150'000 450'000 150'000 648'491 CHF 217'664 CHF 99.38% 99.38%
13.11.2024 0.71% 1.42 CHF 1.43 CHF 450'000 150'000 450'000 150'000 634'367 CHF 212'956 CHF 99.38% 99.38%
12.11.2024 0.71% 1.40 CHF 1.41 CHF 450'000 150'000 450'000 150'000 628'157 CHF 210'886 CHF 99.16% 99.16%
11.11.2024 0.68% 1.42 CHF 1.43 CHF 450'000 150'000 450'000 150'000 655'704 CHF 220'068 CHF 99.38% 99.38%
08.11.2024 0.72% 1.38 CHF 1.39 CHF 450'000 150'000 450'000 150'000 621'442 CHF 208'647 CHF 99.37% 99.37%
07.11.2024 0.72% 1.36 CHF 1.37 CHF 450'000 150'000 450'000 150'000 620'371 CHF 208'290 CHF 98.58% 98.58%

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