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% 1.36 CHF 1.37 CHF 450'000 150'000 450'000 150'000 633'008 CHF 212'503 CHF 99.37% 99.37%
19.11.2024 0.70% 1.41 CHF 1.42 CHF 450'000 150'000 450'000 150'000 636'131 CHF 213'544 CHF 99.37% 99.37%
18.11.2024 0.72% 1.40 CHF 1.41 CHF 450'000 150'000 450'000 150'000 622'758 CHF 209'086 CHF 99.26% 99.26%
15.11.2024 0.74% 1.34 CHF 1.35 CHF 450'000 150'000 450'000 150'000 603'892 CHF 202'797 CHF 99.38% 99.38%
14.11.2024 0.74% 1.38 CHF 1.39 CHF 450'000 150'000 450'000 150'000 609'920 CHF 204'807 CHF 99.36% 99.36%
13.11.2024 0.74% 1.34 CHF 1.35 CHF 450'000 150'000 450'000 150'000 603'771 CHF 202'757 CHF 99.37% 99.37%
12.11.2024 0.70% 1.42 CHF 1.43 CHF 450'000 150'000 450'000 150'000 642'705 CHF 215'735 CHF 99.37% 99.37%
11.11.2024 0.66% 1.50 CHF 1.51 CHF 450'000 150'000 450'000 150'000 681'369 CHF 228'623 CHF 99.38% 99.38%
08.11.2024 0.66% 1.51 CHF 1.52 CHF 450'000 150'000 450'000 150'000 683'447 CHF 229'316 CHF 99.37% 99.37%
07.11.2024 0.64% 1.52 CHF 1.53 CHF 450'000 150'000 450'000 150'000 696'073 CHF 233'524 CHF 98.37% 98.37%

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