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
22.11.2024 0.66% 1.59 CHF 1.60 CHF 450'000 150'000 450'000 150'000 675'903 CHF 226'801 CHF 97.89% 97.89%
20.11.2024 0.68% 1.45 CHF 1.46 CHF 450'000 150'000 450'000 150'000 656'095 CHF 220'198 CHF 98.88% 98.88%
19.11.2024 0.67% 1.47 CHF 1.48 CHF 450'000 150'000 450'000 150'000 666'093 CHF 223'531 CHF 98.88% 98.88%
18.11.2024 0.64% 1.53 CHF 1.54 CHF 450'000 150'000 450'000 150'000 695'722 CHF 233'408 CHF 96.73% 96.73%
15.11.2024 0.64% 1.56 CHF 1.57 CHF 450'000 150'000 450'000 150'000 703'837 CHF 236'112 CHF 99.37% 99.37%
14.11.2024 0.62% 1.64 CHF 1.65 CHF 450'000 150'000 450'000 150'000 720'580 CHF 241'693 CHF 99.37% 99.37%
13.11.2024 0.64% 1.59 CHF 1.60 CHF 450'000 150'000 450'000 150'000 701'605 CHF 235'368 CHF 96.95% 96.95%
12.11.2024 0.64% 1.57 CHF 1.58 CHF 450'000 150'000 450'000 150'000 699'545 CHF 234'682 CHF 96.91% 96.91%
11.11.2024 0.67% 1.53 CHF 1.54 CHF 450'000 150'000 450'000 150'000 673'552 CHF 226'017 CHF 96.89% 96.89%
08.11.2024 0.69% 1.45 CHF 1.46 CHF 450'000 150'000 450'000 150'000 649'010 CHF 217'837 CHF 93.42% 93.42%

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