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 0.64% 1.54 CHF 1.55 CHF 450'000 150'000 450'000 150'000 703'677 CHF 236'059 CHF 99.47% 99.47%
19.11.2024 0.68% 1.53 CHF 1.54 CHF 450'000 150'000 450'000 150'000 657'079 CHF 220'526 CHF 99.16% 99.16%
18.11.2024 0.70% 1.48 CHF 1.49 CHF 450'000 150'000 450'000 150'000 644'617 CHF 216'372 CHF 99.57% 99.57%
15.11.2024 0.62% 1.47 CHF 1.48 CHF 450'000 150'000 450'000 150'000 720'616 CHF 241'705 CHF 99.36% 99.36%
14.11.2024 0.59% 1.70 CHF 1.71 CHF 450'000 150'000 450'000 150'000 763'439 CHF 255'980 CHF 97.66% 97.66%
13.11.2024 0.57% 1.66 CHF 1.67 CHF 450'000 150'000 450'000 150'000 783'833 CHF 262'778 CHF 95.26% 95.26%
12.11.2024 0.56% 1.78 CHF 1.79 CHF 450'000 150'000 450'000 150'000 806'932 CHF 270'477 CHF 97.47% 97.47%
11.11.2024 0.52% 1.85 CHF 1.86 CHF 450'000 150'000 450'000 150'000 869'135 CHF 291'212 CHF 99.37% 99.37%
08.11.2024 0.50% 1.93 CHF 1.94 CHF 450'000 150'000 450'000 150'000 906'875 CHF 303'792 CHF 97.55% 97.55%
07.11.2024 0.57% 2.09 CHF 2.10 CHF 450'000 150'000 450'000 150'000 796'388 CHF 266'963 CHF 98.60% 98.60%

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