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 0.57% 1.74 CHF 1.75 CHF 150'000 50'000 150'000 50'000 262'270 CHF 87'924 CHF 98.93% 98.93%
19.11.2024 0.56% 1.76 CHF 1.77 CHF 150'000 50'000 150'000 50'000 269'199 CHF 90'233 CHF 98.90% 98.90%
18.11.2024 0.54% 1.83 CHF 1.84 CHF 150'000 50'000 150'000 50'000 277'316 CHF 92'939 CHF 97.04% 97.04%
15.11.2024 0.53% 1.88 CHF 1.89 CHF 150'000 50'000 150'000 50'000 283'038 CHF 94'846 CHF 99.37% 99.37%
14.11.2024 0.54% 1.85 CHF 1.86 CHF 150'000 50'000 150'000 50'000 276'721 CHF 92'740 CHF 99.37% 99.37%
13.11.2024 0.57% 1.80 CHF 1.81 CHF 150'000 50'000 150'000 50'000 263'828 CHF 88'443 CHF 96.92% 96.92%
12.11.2024 0.59% 1.76 CHF 1.77 CHF 150'000 50'000 150'000 50'000 254'828 CHF 85'443 CHF 96.91% 96.91%
11.11.2024 0.61% 1.67 CHF 1.68 CHF 150'000 50'000 150'000 50'000 244'381 CHF 81'961 CHF 98.87% 98.87%
08.11.2024 0.61% 1.64 CHF 1.65 CHF 150'000 50'000 150'000 50'000 244'108 CHF 81'869 CHF 93.76% 93.76%
07.11.2024 0.60% 1.64 CHF 1.65 CHF 150'000 50'000 150'000 50'000 251'334 CHF 84'278 CHF 98.68% 98.68%

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