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
22.11.2024 0.58% 1.65 CHF 1.66 CHF 600'000 200'000 600'000 200'000 1'023'700 CHF 343'235 CHF 99.50% 99.50%
20.11.2024 0.60% 1.66 CHF 1.67 CHF 600'000 200'000 600'000 200'000 998'703 CHF 334'901 CHF 99.26% 99.26%
19.11.2024 0.58% 1.68 CHF 1.69 CHF 600'000 200'000 600'000 200'000 1'027'110 CHF 344'369 CHF 96.20% 96.20%
18.11.2024 0.56% 1.74 CHF 1.75 CHF 600'000 200'000 600'000 200'000 1'059'410 CHF 355'136 CHF 96.73% 96.73%
15.11.2024 0.55% 1.80 CHF 1.81 CHF 600'000 200'000 600'000 200'000 1'082'820 CHF 362'939 CHF 95.65% 95.65%
14.11.2024 0.57% 1.77 CHF 1.78 CHF 600'000 200'000 600'000 200'000 1'056'400 CHF 354'134 CHF 99.28% 99.28%
13.11.2024 0.60% 1.71 CHF 1.72 CHF 600'000 200'000 600'000 200'000 1'004'720 CHF 336'907 CHF 98.74% 98.74%
12.11.2024 0.62% 1.68 CHF 1.69 CHF 600'000 200'000 600'000 200'000 969'148 CHF 325'049 CHF 99.38% 99.38%
11.11.2024 0.65% 1.59 CHF 1.60 CHF 600'000 200'000 600'000 200'000 926'730 CHF 310'910 CHF 99.37% 99.37%
08.11.2024 0.64% 1.56 CHF 1.57 CHF 600'000 200'000 600'000 200'000 927'829 CHF 311'276 CHF 98.20% 98.20%

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