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 0.63% 1.53 CHF 1.54 CHF 450'000 150'000 450'000 150'000 712'956 CHF 239'152 CHF 99.38% 99.38%
19.11.2024 0.66% 1.50 CHF 1.51 CHF 450'000 150'000 450'000 150'000 675'111 CHF 226'537 CHF 99.37% 99.37%
18.11.2024 0.65% 1.51 CHF 1.52 CHF 450'000 150'000 450'000 150'000 688'827 CHF 231'109 CHF 99.38% 99.38%
15.11.2024 0.64% 1.54 CHF 1.55 CHF 450'000 150'000 450'000 150'000 701'852 CHF 235'451 CHF 99.36% 99.36%
14.11.2024 0.62% 1.63 CHF 1.64 CHF 450'000 150'000 450'000 150'000 729'491 CHF 244'664 CHF 99.37% 99.37%
13.11.2024 0.63% 1.60 CHF 1.61 CHF 450'000 150'000 450'000 150'000 716'291 CHF 240'264 CHF 99.38% 99.38%
12.11.2024 0.63% 1.58 CHF 1.59 CHF 450'000 150'000 450'000 150'000 713'929 CHF 239'476 CHF 99.15% 99.15%
11.11.2024 0.61% 1.62 CHF 1.63 CHF 450'000 150'000 450'000 150'000 739'253 CHF 247'918 CHF 99.38% 99.38%
08.11.2024 0.64% 1.56 CHF 1.57 CHF 450'000 150'000 450'000 150'000 702'442 CHF 235'647 CHF 99.37% 99.37%
07.11.2024 0.64% 1.54 CHF 1.55 CHF 450'000 150'000 450'000 150'000 701'369 CHF 235'290 CHF 98.58% 98.58%

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