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 0.84% 1.22 CHF 1.23 CHF 550'000 550'000 532'034 532'034 634'039 CHF 639'359 CHF 100.00% 100.00%
19.11.2024 0.85% 1.18 CHF 1.19 CHF 530'000 530'000 528'212 528'212 621'684 CHF 626'966 CHF 99.91% 99.91%
18.11.2024 0.84% 1.19 CHF 1.20 CHF 530'000 530'000 527'361 527'361 622'436 CHF 627'710 CHF 100.00% 100.00%
15.11.2024 0.86% 1.17 CHF 1.18 CHF 530'000 530'000 519'346 519'346 603'179 CHF 608'373 CHF 100.00% 100.00%
14.11.2024 0.85% 1.14 CHF 1.15 CHF 520'000 520'000 525'219 525'219 615'135 CHF 620'387 CHF 99.04% 99.04%
13.11.2024 0.86% 1.18 CHF 1.19 CHF 530'000 530'000 519'440 519'440 598'936 CHF 604'130 CHF 99.00% 99.00%
12.11.2024 1.00% 1.14 CHF 1.15 CHF 520'000 520'000 479'015 479'015 505'512 CHF 510'453 CHF 97.81% 97.81%
11.11.2024 1.27% 0.79 CHF 0.80 CHF 440'000 440'000 435'192 435'192 340'673 CHF 345'025 CHF 100.00% 100.00%
08.11.2024 1.21% 0.82 CHF 0.83 CHF 440'000 440'000 438'174 438'174 360'313 CHF 364'695 CHF 98.96% 98.96%
07.11.2024 1.27% 0.79 CHF 0.80 CHF 430'000 430'000 428'963 428'963 336'623 CHF 340'913 CHF 100.00% 100.00%

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