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 0.94% 1.04 CHF 1.05 CHF 450'000 150'000 450'000 150'000 475'181 CHF 159'894 CHF 98.88% 98.88%
19.11.2024 0.92% 1.07 CHF 1.08 CHF 450'000 150'000 450'000 150'000 485'265 CHF 163'255 CHF 98.86% 98.86%
18.11.2024 0.87% 1.13 CHF 1.14 CHF 450'000 150'000 450'000 150'000 513'989 CHF 172'830 CHF 96.59% 96.59%
15.11.2024 0.86% 1.16 CHF 1.17 CHF 450'000 150'000 450'000 150'000 522'094 CHF 175'531 CHF 99.37% 99.37%
14.11.2024 0.83% 1.24 CHF 1.25 CHF 450'000 150'000 450'000 150'000 538'365 CHF 180'955 CHF 99.38% 99.38%
13.11.2024 0.86% 1.19 CHF 1.20 CHF 450'000 150'000 450'000 150'000 520'948 CHF 175'149 CHF 96.86% 96.86%
12.11.2024 0.86% 1.17 CHF 1.18 CHF 450'000 150'000 450'000 150'000 519'081 CHF 174'527 CHF 96.87% 96.87%
11.11.2024 0.91% 1.13 CHF 1.14 CHF 450'000 150'000 450'000 150'000 493'511 CHF 166'004 CHF 96.89% 96.89%
08.11.2024 0.95% 1.05 CHF 1.06 CHF 450'000 150'000 450'000 150'000 469'958 CHF 158'153 CHF 93.42% 93.42%
07.11.2024 0.94% 1.07 CHF 1.08 CHF 450'000 150'000 450'000 150'000 476'932 CHF 160'477 CHF 97.89% 97.89%

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