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 0.85% 1.15 CHF 1.16 CHF 150'000 50'000 150'000 50'000 175'538 CHF 59'013 CHF 99.37% 99.37%
19.11.2024 0.86% 1.18 CHF 1.19 CHF 150'000 50'000 150'000 50'000 173'405 CHF 58'302 CHF 99.38% 99.38%
18.11.2024 0.90% 1.13 CHF 1.14 CHF 150'000 50'000 150'000 50'000 166'558 CHF 56'019 CHF 97.55% 97.55%
15.11.2024 0.80% 1.15 CHF 1.16 CHF 150'000 50'000 150'000 50'000 188'183 CHF 63'228 CHF 99.38% 99.38%
14.11.2024 0.77% 1.22 CHF 1.23 CHF 150'000 50'000 150'000 50'000 194'710 CHF 65'404 CHF 93.44% 93.44%
13.11.2024 0.67% 1.49 CHF 1.50 CHF 150'000 50'000 150'000 50'000 224'340 CHF 75'280 CHF 96.85% 96.85%
12.11.2024 0.66% 1.52 CHF 1.53 CHF 150'000 50'000 150'000 50'000 226'734 CHF 76'078 CHF 96.81% 96.81%
11.11.2024 0.65% 1.52 CHF 1.53 CHF 150'000 50'000 150'000 50'000 230'207 CHF 77'236 CHF 99.14% 99.14%
08.11.2024 0.65% 1.55 CHF 1.56 CHF 150'000 50'000 150'000 50'000 231'397 CHF 77'632 CHF 90.37% 90.37%
07.11.2024 0.65% 1.53 CHF 1.54 CHF 150'000 50'000 150'000 50'000 231'424 CHF 77'641 CHF 97.28% 97.28%

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