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 0.59% 1.65 CHF 1.66 CHF 300'000 100'000 300'000 100'000 503'524 CHF 168'841 CHF 99.44% 99.44%
19.11.2024 0.59% 1.67 CHF 1.68 CHF 300'000 100'000 300'000 100'000 504'433 CHF 169'144 CHF 98.95% 98.95%
18.11.2024 0.59% 1.68 CHF 1.69 CHF 300'000 100'000 300'000 100'000 503'300 CHF 168'767 CHF 97.43% 97.43%
15.11.2024 0.59% 1.68 CHF 1.69 CHF 300'000 100'000 300'000 100'000 507'050 CHF 170'017 CHF 99.44% 99.44%
14.11.2024 0.55% 1.83 CHF 1.84 CHF 300'000 100'000 300'000 100'000 541'697 CHF 181'566 CHF 99.44% 99.44%
13.11.2024 0.55% 1.81 CHF 1.82 CHF 300'000 100'000 300'000 100'000 547'168 CHF 183'389 CHF 96.98% 96.98%
12.11.2024 0.54% 1.85 CHF 1.86 CHF 300'000 100'000 300'000 100'000 557'768 CHF 186'923 CHF 96.88% 96.88%
11.11.2024 0.52% 1.90 CHF 1.91 CHF 300'000 100'000 300'000 100'000 571'326 CHF 191'442 CHF 98.87% 98.87%
08.11.2024 0.52% 1.90 CHF 1.91 CHF 300'000 100'000 300'000 100'000 573'515 CHF 192'172 CHF 93.36% 93.36%
07.11.2024 0.53% 1.89 CHF 1.90 CHF 300'000 100'000 300'000 100'000 569'364 CHF 190'788 CHF 98.68% 98.68%

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