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% 1.39 CHF 1.40 CHF 300'000 100'000 300'000 100'000 406'477 CHF 136'492 CHF 99.31% 99.31%
19.11.2024 0.73% 1.38 CHF 1.39 CHF 300'000 100'000 300'000 100'000 407'374 CHF 136'791 CHF 99.35% 99.35%
18.11.2024 0.73% 1.39 CHF 1.40 CHF 300'000 100'000 300'000 100'000 408'649 CHF 137'216 CHF 94.65% 94.65%
15.11.2024 0.66% 1.44 CHF 1.45 CHF 300'000 100'000 300'000 100'000 454'675 CHF 152'558 CHF 99.37% 99.37%
14.11.2024 0.63% 1.55 CHF 1.56 CHF 300'000 100'000 300'000 100'000 471'864 CHF 158'288 CHF 99.34% 99.34%
13.11.2024 0.61% 1.58 CHF 1.59 CHF 300'000 100'000 300'000 100'000 487'459 CHF 163'486 CHF 93.36% 93.36%
12.11.2024 0.57% 1.73 CHF 1.74 CHF 300'000 100'000 300'000 100'000 528'946 CHF 177'315 CHF 96.89% 96.89%
11.11.2024 0.57% 1.81 CHF 1.82 CHF 300'000 100'000 300'000 100'000 523'138 CHF 175'379 CHF 99.38% 99.38%
08.11.2024 0.57% 1.69 CHF 1.70 CHF 300'000 100'000 300'000 100'000 525'090 CHF 176'030 CHF 90.83% 90.83%
07.11.2024 0.62% 1.73 CHF 1.74 CHF 300'000 100'000 300'000 100'000 480'448 CHF 161'149 CHF 88.27% 88.27%

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