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 450'000 150'000 450'000 150'000 681'075 CHF 228'525 CHF 99.19% 99.19%
19.11.2024 0.70% 1.48 CHF 1.49 CHF 450'000 150'000 450'000 150'000 638'275 CHF 214'258 CHF 98.78% 98.78%
18.11.2024 0.71% 1.44 CHF 1.45 CHF 450'000 150'000 450'000 150'000 628'412 CHF 210'971 CHF 99.22% 99.22%
15.11.2024 0.64% 1.43 CHF 1.44 CHF 450'000 150'000 450'000 150'000 697'637 CHF 234'046 CHF 99.36% 99.36%
14.11.2024 0.61% 1.64 CHF 1.65 CHF 450'000 150'000 450'000 150'000 738'773 CHF 247'758 CHF 98.31% 98.31%
13.11.2024 0.59% 1.61 CHF 1.62 CHF 450'000 150'000 450'000 150'000 758'786 CHF 254'429 CHF 95.29% 95.29%
12.11.2024 0.57% 1.72 CHF 1.73 CHF 450'000 150'000 450'000 150'000 781'137 CHF 261'879 CHF 97.47% 97.47%
11.11.2024 0.53% 1.79 CHF 1.80 CHF 450'000 150'000 450'000 150'000 840'035 CHF 281'512 CHF 99.37% 99.37%
08.11.2024 0.51% 1.87 CHF 1.88 CHF 450'000 150'000 450'000 150'000 878'738 CHF 294'413 CHF 97.56% 97.56%
07.11.2024 0.58% 2.03 CHF 2.04 CHF 450'000 150'000 450'000 150'000 777'688 CHF 260'729 CHF 98.61% 98.61%

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