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 - 1.72 CHF - CHF 300'000 0 0 0 0 CHF 0 CHF 0.00% 98.71%
19.11.2024 0.67% 1.58 CHF 1.50 CHF 300'000 100'000 300'000 100'000 445'049 CHF 149'350 CHF 2.76% 99.12%
18.11.2024 0.71% 1.51 CHF 1.52 CHF 300'000 100'000 431'571 143'857 602'281 CHF 202'199 CHF 97.82% 99.08%
15.11.2024 0.69% 1.39 CHF 1.40 CHF 450'000 150'000 330'431 110'144 478'568 CHF 160'624 CHF 97.22% 97.22%
14.11.2024 0.67% 1.50 CHF 1.51 CHF 300'000 100'000 300'000 100'000 443'296 CHF 148'765 CHF 86.39% 97.59%
13.11.2024 0.71% 1.45 CHF 1.46 CHF 300'000 100'000 427'125 142'375 600'432 CHF 201'568 CHF 98.81% 98.81%
12.11.2024 0.76% 1.33 CHF 1.34 CHF 450'000 150'000 450'000 150'000 590'747 CHF 198'416 CHF 98.55% 98.55%
11.11.2024 0.79% 1.30 CHF 1.31 CHF 450'000 150'000 450'000 150'000 564'432 CHF 189'644 CHF 98.98% 98.98%
08.11.2024 0.80% 1.22 CHF 1.23 CHF 450'000 150'000 450'000 150'000 558'160 CHF 187'553 CHF 96.88% 96.88%
07.11.2024 0.86% 1.21 CHF 1.22 CHF 450'000 150'000 450'000 150'000 523'958 CHF 176'153 CHF 98.19% 98.19%

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