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 0.79% 1.25 CHF 1.26 CHF 450'000 150'000 450'000 150'000 570'179 CHF 191'560 CHF 98.80% 98.80%
19.11.2024 0.77% 1.29 CHF 1.30 CHF 450'000 150'000 450'000 150'000 584'435 CHF 196'312 CHF 98.88% 98.88%
18.11.2024 0.72% 1.37 CHF 1.38 CHF 450'000 150'000 450'000 150'000 619'981 CHF 208'160 CHF 98.62% 98.62%
15.11.2024 0.71% 1.40 CHF 1.41 CHF 450'000 150'000 450'000 150'000 631'331 CHF 211'944 CHF 99.37% 99.37%
14.11.2024 0.69% 1.51 CHF 1.50 CHF 450'000 150'000 450'000 150'000 648'148 CHF 217'549 CHF 83.77% 98.54%
13.11.2024 0.71% 1.44 CHF 1.45 CHF 450'000 150'000 450'000 150'000 631'670 CHF 212'057 CHF 99.31% 99.31%
12.11.2024 0.72% 1.41 CHF 1.42 CHF 450'000 150'000 450'000 150'000 627'167 CHF 210'556 CHF 99.09% 99.31%
11.11.2024 0.75% 1.36 CHF 1.37 CHF 450'000 150'000 450'000 150'000 594'285 CHF 199'595 CHF 98.69% 98.69%
08.11.2024 0.79% 1.26 CHF 1.27 CHF 450'000 150'000 450'000 150'000 564'566 CHF 189'689 CHF 99.36% 99.36%
07.11.2024 0.78% 1.28 CHF 1.29 CHF 600'000 200'000 600'000 200'000 765'908 CHF 257'303 CHF 97.73% 97.73%

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