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 0.78% 1.26 CHF 1.27 CHF 450'000 150'000 450'000 150'000 573'479 CHF 192'660 CHF 99.15% 99.15%
19.11.2024 0.78% 1.29 CHF 1.30 CHF 450'000 150'000 450'000 150'000 574'620 CHF 193'040 CHF 96.50% 96.50%
18.11.2024 0.76% 1.31 CHF 1.32 CHF 450'000 150'000 450'000 150'000 586'025 CHF 196'842 CHF 94.07% 94.07%
15.11.2024 0.79% 1.30 CHF 1.31 CHF 450'000 150'000 450'000 150'000 568'321 CHF 190'940 CHF 91.10% 91.10%
14.11.2024 0.81% 1.23 CHF 1.24 CHF 450'000 150'000 450'000 150'000 551'922 CHF 185'474 CHF 94.14% 94.14%
13.11.2024 0.81% 1.22 CHF 1.23 CHF 450'000 150'000 450'000 150'000 550'417 CHF 184'972 CHF 83.35% 83.35%
12.11.2024 0.86% 1.18 CHF 1.19 CHF 450'000 150'000 450'000 150'000 520'687 CHF 175'062 CHF 91.82% 91.82%
11.11.2024 0.91% 1.14 CHF 1.15 CHF 450'000 150'000 450'000 150'000 494'807 CHF 166'436 CHF 85.54% 85.54%
08.11.2024 0.89% 1.11 CHF 1.12 CHF 450'000 150'000 450'000 150'000 505'421 CHF 169'974 CHF 89.18% 89.18%
07.11.2024 0.88% 1.13 CHF 1.14 CHF 450'000 150'000 450'000 150'000 508'262 CHF 170'921 CHF 80.46% 80.46%

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