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 0.71% 1.37 CHF 1.38 CHF 300'000 100'000 300'000 100'000 420'109 CHF 141'036 CHF 99.43% 99.43%
19.11.2024 0.73% 1.35 CHF 1.36 CHF 300'000 100'000 300'000 100'000 410'717 CHF 137'906 CHF 99.42% 99.42%
18.11.2024 0.74% 1.39 CHF 1.40 CHF 300'000 100'000 300'000 100'000 405'291 CHF 136'097 CHF 97.66% 97.66%
15.11.2024 0.70% 1.35 CHF 1.36 CHF 300'000 100'000 300'000 100'000 426'434 CHF 143'145 CHF 99.43% 99.43%
14.11.2024 0.64% 1.51 CHF 1.52 CHF 300'000 100'000 300'000 100'000 464'356 CHF 155'785 CHF 99.44% 99.44%
13.11.2024 0.61% 1.52 CHF 1.53 CHF 300'000 100'000 300'000 100'000 489'342 CHF 164'114 CHF 94.86% 94.86%
12.11.2024 0.57% 1.62 CHF 1.63 CHF 300'000 100'000 300'000 100'000 527'131 CHF 176'710 CHF 96.86% 96.86%
11.11.2024 0.51% 1.84 CHF 1.85 CHF 300'000 100'000 300'000 100'000 583'937 CHF 195'646 CHF 99.46% 99.46%
08.11.2024 0.50% 2.04 CHF 2.05 CHF 300'000 100'000 300'000 100'000 604'404 CHF 202'468 CHF 90.73% 90.73%
07.11.2024 0.49% 2.03 CHF 2.04 CHF 300'000 100'000 300'000 100'000 609'102 CHF 204'034 CHF 98.68% 98.68%

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