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 0.90% 1.10 CHF 1.11 CHF 450'000 150'000 450'000 150'000 499'095 CHF 167'865 CHF 98.88% 98.88%
19.11.2024 0.88% 1.13 CHF 1.14 CHF 450'000 150'000 450'000 150'000 509'477 CHF 171'326 CHF 98.87% 98.87%
18.11.2024 0.83% 1.19 CHF 1.20 CHF 450'000 150'000 450'000 150'000 538'397 CHF 180'966 CHF 96.76% 96.76%
15.11.2024 0.82% 1.21 CHF 1.22 CHF 450'000 150'000 450'000 150'000 546'505 CHF 183'668 CHF 99.37% 99.37%
14.11.2024 0.80% 1.29 CHF 1.30 CHF 450'000 150'000 450'000 150'000 562'867 CHF 189'122 CHF 99.37% 99.37%
13.11.2024 0.82% 1.24 CHF 1.25 CHF 450'000 150'000 450'000 150'000 545'658 CHF 183'386 CHF 97.02% 97.02%
12.11.2024 0.83% 1.22 CHF 1.23 CHF 450'000 150'000 450'000 150'000 543'125 CHF 182'542 CHF 96.80% 96.80%
11.11.2024 0.86% 1.18 CHF 1.19 CHF 450'000 150'000 450'000 150'000 518'394 CHF 174'298 CHF 96.90% 96.90%
08.11.2024 0.91% 1.11 CHF 1.12 CHF 450'000 150'000 450'000 150'000 494'620 CHF 166'373 CHF 93.42% 93.42%
07.11.2024 0.89% 1.12 CHF 1.13 CHF 450'000 150'000 450'000 150'000 500'623 CHF 168'374 CHF 97.91% 97.91%

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