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 0.61% 1.65 CHF 1.66 CHF 300'000 100'000 300'000 100'000 490'534 CHF 164'511 CHF 99.38% 99.38%
19.11.2024 0.62% 1.65 CHF 1.66 CHF 300'000 100'000 300'000 100'000 485'841 CHF 162'947 CHF 99.37% 99.37%
18.11.2024 0.63% 1.62 CHF 1.63 CHF 300'000 100'000 300'000 100'000 476'068 CHF 159'689 CHF 99.38% 99.38%
15.11.2024 0.64% 1.51 CHF 1.52 CHF 300'000 100'000 300'000 100'000 464'512 CHF 155'837 CHF 99.36% 99.36%
14.11.2024 0.57% 1.78 CHF 1.79 CHF 300'000 100'000 300'000 100'000 521'460 CHF 174'820 CHF 99.37% 99.37%
13.11.2024 0.58% 1.75 CHF 1.76 CHF 300'000 100'000 300'000 100'000 512'001 CHF 171'667 CHF 99.38% 99.38%
12.11.2024 0.58% 1.71 CHF 1.72 CHF 300'000 100'000 300'000 100'000 514'047 CHF 172'349 CHF 99.15% 99.15%
11.11.2024 0.57% 1.74 CHF 1.75 CHF 300'000 100'000 300'000 100'000 525'793 CHF 176'264 CHF 99.38% 99.38%
08.11.2024 0.58% 1.74 CHF 1.75 CHF 300'000 100'000 300'000 100'000 519'513 CHF 174'171 CHF 99.37% 99.37%
07.11.2024 0.60% 1.68 CHF 1.69 CHF 300'000 100'000 300'000 100'000 502'335 CHF 168'445 CHF 98.58% 98.58%

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