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 0.66% 1.49 CHF 1.50 CHF 300'000 100'000 300'000 100'000 450'141 CHF 151'047 CHF 56.68% 98.74%
19.11.2024 0.70% 1.46 CHF 1.47 CHF 300'000 100'000 300'000 100'000 429'291 CHF 144'097 CHF 99.29% 99.29%
18.11.2024 0.68% 1.49 CHF 1.50 CHF 300'000 100'000 300'000 100'000 437'003 CHF 146'668 CHF 98.84% 98.84%
15.11.2024 0.65% 1.53 CHF 1.54 CHF 300'000 100'000 300'000 100'000 460'074 CHF 154'358 CHF 13.95% 96.68%
14.11.2024 - 1.67 CHF - CHF 300'000 0 0 0 0 CHF 0 CHF 0.00% 97.57%
13.11.2024 - 1.67 CHF - CHF 300'000 0 0 0 0 CHF 0 CHF 0.00% 98.73%
12.11.2024 - 1.71 CHF - CHF 300'000 0 0 0 0 CHF 0 CHF 0.00% 98.38%
11.11.2024 - 1.67 CHF - CHF 300'000 0 0 0 0 CHF 0 CHF 0.00% 98.87%
08.11.2024 - 1.71 CHF - CHF 300'000 0 0 0 0 CHF 0 CHF 0.00% 99.04%
07.11.2024 0.63% 1.74 CHF 1.61 CHF 300'000 100'000 300'000 100'000 475'494 CHF 159'498 CHF 59.83% 98.15%

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