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 0.61% 1.62 CHF 1.63 CHF 450'000 150'000 450'000 150'000 738'828 CHF 247'776 CHF 99.44% 99.44%
19.11.2024 0.65% 1.61 CHF 1.62 CHF 450'000 150'000 450'000 150'000 694'594 CHF 233'032 CHF 99.10% 99.10%
18.11.2024 0.66% 1.57 CHF 1.58 CHF 450'000 150'000 450'000 150'000 684'704 CHF 229'735 CHF 98.99% 98.99%
15.11.2024 0.59% 1.55 CHF 1.56 CHF 450'000 150'000 450'000 150'000 755'228 CHF 253'243 CHF 99.36% 99.36%
14.11.2024 0.56% 1.77 CHF 1.78 CHF 450'000 150'000 450'000 150'000 797'082 CHF 267'194 CHF 98.15% 98.15%
13.11.2024 0.55% 1.73 CHF 1.74 CHF 450'000 150'000 450'000 150'000 817'038 CHF 273'846 CHF 95.26% 95.26%
12.11.2024 0.53% 1.85 CHF 1.86 CHF 450'000 150'000 450'000 150'000 839'322 CHF 281'274 CHF 97.48% 97.48%
11.11.2024 0.50% 1.92 CHF 1.93 CHF 450'000 150'000 450'000 150'000 898'931 CHF 301'144 CHF 99.37% 99.37%
08.11.2024 0.48% 2.00 CHF 2.01 CHF 450'000 150'000 450'000 150'000 937'262 CHF 313'921 CHF 97.56% 97.56%
07.11.2024 0.54% 2.16 CHF 2.17 CHF 450'000 150'000 450'000 150'000 833'678 CHF 279'393 CHF 98.61% 98.61%

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