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
25.11.2024 0.69% 1.54 CHF 1.55 CHF 450'000 150'000 450'000 150'000 651'012 CHF 218'504 CHF 93.05% 95.00%
22.11.2024 0.75% 1.39 CHF 1.40 CHF 450'000 150'000 450'000 150'000 599'145 CHF 201'215 CHF 99.12% 99.12%
20.11.2024 0.63% 1.54 CHF 1.55 CHF 600'000 200'000 600'000 200'000 951'272 CHF 319'091 CHF 15.09% 97.45%
19.11.2024 0.64% 1.58 CHF 1.58 CHF 600'000 200'000 600'000 200'000 939'719 CHF 315'240 CHF 64.08% 98.37%
18.11.2024 0.72% 1.52 CHF 1.53 CHF 600'000 200'000 600'000 200'000 830'006 CHF 278'669 CHF 70.65% 98.31%
15.11.2024 0.86% 1.23 CHF 1.24 CHF 600'000 200'000 600'000 200'000 695'209 CHF 233'736 CHF 95.92% 95.92%
14.11.2024 0.78% 1.10 CHF 1.11 CHF 600'000 200'000 600'000 200'000 764'078 CHF 256'693 CHF 96.68% 96.68%
13.11.2024 0.67% 1.55 CHF 1.55 CHF 600'000 200'000 600'000 200'000 889'043 CHF 298'348 CHF 77.94% 97.70%
12.11.2024 0.65% 1.41 CHF 1.42 CHF 600'000 200'000 600'000 200'000 922'281 CHF 309'427 CHF 56.84% 87.95%
11.11.2024 0.71% 1.55 CHF 1.46 CHF 600'000 200'000 600'000 200'000 842'860 CHF 282'953 CHF 5.20% 97.77%

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