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 0.63% 1.57 CHF 1.58 CHF 450'000 150'000 450'000 150'000 713'375 CHF 239'292 CHF 98.88% 98.88%
19.11.2024 0.62% 1.60 CHF 1.61 CHF 450'000 150'000 450'000 150'000 722'292 CHF 242'264 CHF 98.87% 98.87%
18.11.2024 0.60% 1.66 CHF 1.67 CHF 450'000 150'000 450'000 150'000 752'212 CHF 252'237 CHF 96.78% 96.78%
15.11.2024 0.59% 1.69 CHF 1.70 CHF 450'000 150'000 450'000 150'000 760'716 CHF 255'072 CHF 99.37% 99.37%
14.11.2024 0.58% 1.77 CHF 1.78 CHF 450'000 150'000 450'000 150'000 777'135 CHF 260'545 CHF 99.37% 99.37%
13.11.2024 0.59% 1.71 CHF 1.72 CHF 450'000 150'000 450'000 150'000 758'543 CHF 254'348 CHF 97.01% 97.01%
12.11.2024 0.59% 1.69 CHF 1.70 CHF 450'000 150'000 450'000 150'000 756'048 CHF 253'516 CHF 96.82% 96.82%
11.11.2024 0.61% 1.65 CHF 1.66 CHF 450'000 150'000 450'000 150'000 730'063 CHF 244'854 CHF 96.89% 96.89%
08.11.2024 0.64% 1.57 CHF 1.58 CHF 450'000 150'000 450'000 150'000 703'944 CHF 236'148 CHF 93.42% 93.42%
07.11.2024 0.63% 1.59 CHF 1.60 CHF 450'000 150'000 450'000 150'000 711'390 CHF 238'630 CHF 97.90% 97.90%

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