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 0.50% 1.96 CHF 1.97 CHF 300'000 100'000 300'000 100'000 599'134 CHF 200'712 CHF 99.37% 99.37%
19.11.2024 0.52% 1.96 CHF 1.97 CHF 300'000 100'000 300'000 100'000 573'984 CHF 192'328 CHF 99.37% 99.37%
18.11.2024 0.53% 1.92 CHF 1.93 CHF 300'000 100'000 300'000 100'000 564'185 CHF 189'062 CHF 99.26% 99.26%
15.11.2024 0.54% 1.85 CHF 1.86 CHF 300'000 100'000 300'000 100'000 549'940 CHF 184'313 CHF 98.76% 98.76%
14.11.2024 0.48% 2.01 CHF 2.02 CHF 300'000 100'000 300'000 100'000 624'182 CHF 209'061 CHF 99.37% 99.37%
13.11.2024 0.49% 2.09 CHF 2.10 CHF 300'000 100'000 300'000 100'000 616'106 CHF 206'369 CHF 99.37% 99.37%
12.11.2024 0.48% 2.07 CHF 2.08 CHF 300'000 100'000 300'000 100'000 622'978 CHF 208'659 CHF 99.37% 99.37%
11.11.2024 0.49% 2.08 CHF 2.09 CHF 300'000 100'000 300'000 100'000 611'364 CHF 204'788 CHF 99.38% 99.38%
08.11.2024 0.53% 1.91 CHF 1.92 CHF 300'000 100'000 300'000 100'000 569'583 CHF 190'861 CHF 99.37% 99.37%
07.11.2024 0.54% 1.85 CHF 1.86 CHF 300'000 100'000 300'000 100'000 555'454 CHF 186'151 CHF 98.38% 98.38%

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