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 0.70% 1.39 CHF 1.40 CHF 450'000 150'000 450'000 150'000 638'049 CHF 214'183 CHF 98.88% 98.88%
19.11.2024 0.73% 1.37 CHF 1.38 CHF 450'000 150'000 450'000 150'000 614'618 CHF 206'373 CHF 95.76% 95.76%
18.11.2024 0.69% 1.45 CHF 1.46 CHF 450'000 150'000 450'000 150'000 648'473 CHF 217'658 CHF 97.02% 97.02%
15.11.2024 0.70% 1.42 CHF 1.43 CHF 450'000 150'000 450'000 150'000 639'684 CHF 214'728 CHF 94.79% 94.79%
14.11.2024 0.72% 1.41 CHF 1.42 CHF 450'000 150'000 450'000 150'000 619'192 CHF 207'897 CHF 98.85% 98.85%
13.11.2024 0.74% 1.30 CHF 1.31 CHF 450'000 150'000 450'000 150'000 608'257 CHF 204'252 CHF 98.25% 98.25%
12.11.2024 0.71% 1.36 CHF 1.37 CHF 450'000 150'000 450'000 150'000 634'012 CHF 212'837 CHF 98.93% 98.93%
11.11.2024 0.71% 1.45 CHF 1.46 CHF 450'000 150'000 450'000 150'000 629'824 CHF 211'441 CHF 98.92% 98.92%
08.11.2024 0.75% 1.31 CHF 1.32 CHF 450'000 150'000 450'000 150'000 598'438 CHF 200'979 CHF 97.33% 97.33%
07.11.2024 0.68% 1.44 CHF 1.45 CHF 450'000 150'000 450'000 150'000 661'114 CHF 221'871 CHF 98.18% 98.18%

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