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 0.74% 1.32 CHF 1.33 CHF 450'000 150'000 450'000 150'000 601'870 CHF 202'123 CHF 98.88% 98.88%
19.11.2024 0.73% 1.35 CHF 1.36 CHF 450'000 150'000 450'000 150'000 611'604 CHF 205'368 CHF 98.87% 98.87%
18.11.2024 0.70% 1.41 CHF 1.42 CHF 450'000 150'000 450'000 150'000 641'148 CHF 215'216 CHF 96.79% 96.79%
15.11.2024 0.69% 1.44 CHF 1.45 CHF 450'000 150'000 450'000 150'000 648'947 CHF 217'816 CHF 99.37% 99.37%
14.11.2024 0.67% 1.52 CHF 1.53 CHF 450'000 150'000 450'000 150'000 665'507 CHF 223'336 CHF 99.38% 99.38%
13.11.2024 0.69% 1.47 CHF 1.48 CHF 450'000 150'000 450'000 150'000 647'163 CHF 217'221 CHF 96.96% 96.96%
12.11.2024 0.70% 1.45 CHF 1.46 CHF 450'000 150'000 450'000 150'000 645'104 CHF 216'535 CHF 96.91% 96.91%
11.11.2024 0.72% 1.41 CHF 1.42 CHF 450'000 150'000 450'000 150'000 619'147 CHF 207'882 CHF 96.88% 96.88%
08.11.2024 0.75% 1.33 CHF 1.34 CHF 450'000 150'000 450'000 150'000 595'071 CHF 199'857 CHF 93.42% 93.42%
07.11.2024 0.74% 1.34 CHF 1.35 CHF 450'000 150'000 450'000 150'000 602'246 CHF 202'249 CHF 97.91% 97.91%

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