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 0.72% 1.41 CHF 1.42 CHF 300'000 100'000 300'000 100'000 416'536 CHF 139'845 CHF 99.38% 99.38%
19.11.2024 0.73% 1.42 CHF 1.43 CHF 300'000 100'000 300'000 100'000 409'207 CHF 137'402 CHF 99.37% 99.37%
18.11.2024 0.76% 1.36 CHF 1.37 CHF 300'000 100'000 300'000 100'000 391'608 CHF 131'536 CHF 99.38% 99.38%
15.11.2024 0.80% 1.18 CHF 1.19 CHF 300'000 100'000 300'000 100'000 372'993 CHF 125'331 CHF 99.36% 99.36%
14.11.2024 0.64% 1.62 CHF 1.63 CHF 300'000 100'000 300'000 100'000 464'561 CHF 155'854 CHF 99.38% 99.38%
13.11.2024 0.67% 1.56 CHF 1.57 CHF 300'000 100'000 300'000 100'000 448'662 CHF 150'554 CHF 99.38% 99.38%
12.11.2024 0.66% 1.51 CHF 1.52 CHF 300'000 100'000 300'000 100'000 453'192 CHF 152'064 CHF 99.15% 99.15%
11.11.2024 0.63% 1.55 CHF 1.56 CHF 300'000 100'000 300'000 100'000 471'906 CHF 158'302 CHF 99.38% 99.38%
08.11.2024 0.65% 1.55 CHF 1.56 CHF 300'000 100'000 300'000 100'000 462'671 CHF 155'224 CHF 99.37% 99.37%
07.11.2024 0.68% 1.46 CHF 1.47 CHF 300'000 100'000 300'000 100'000 437'306 CHF 146'769 CHF 98.58% 98.58%

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