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 0.73% 1.33 CHF 1.34 CHF 225'000 75'000 225'000 75'000 306'032 CHF 102'761 CHF 98.62% 98.62%
19.11.2024 0.76% 1.31 CHF 1.32 CHF 225'000 75'000 232'415 77'472 303'227 CHF 101'850 CHF 96.08% 96.08%
18.11.2024 0.76% 1.33 CHF 1.34 CHF 225'000 75'000 225'000 75'000 294'990 CHF 99'080 CHF 96.80% 96.80%
15.11.2024 0.76% 1.31 CHF 1.32 CHF 225'000 75'000 225'000 75'000 294'476 CHF 98'909 CHF 95.44% 95.44%
14.11.2024 0.79% 1.30 CHF 1.31 CHF 225'000 75'000 258'378 86'126 324'869 CHF 109'151 CHF 98.31% 98.31%
13.11.2024 0.79% 1.25 CHF 1.26 CHF 300'000 100'000 282'294 94'098 354'764 CHF 119'196 CHF 98.27% 98.27%
12.11.2024 0.75% 1.25 CHF 1.26 CHF 300'000 100'000 227'918 75'973 301'030 CHF 101'103 CHF 98.93% 98.93%
11.11.2024 0.70% 1.40 CHF 1.41 CHF 225'000 75'000 225'000 75'000 319'194 CHF 107'148 CHF 97.87% 97.87%
08.11.2024 0.76% 1.28 CHF 1.29 CHF 225'000 75'000 225'677 75'226 294'068 CHF 98'775 CHF 98.82% 98.82%
07.11.2024 0.76% 1.34 CHF 1.35 CHF 225'000 75'000 259'963 86'654 338'069 CHF 113'556 CHF 98.28% 98.28%

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