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
22.11.2024 0.63% 1.63 CHF 1.64 CHF 300'000 100'000 300'000 100'000 478'539 CHF 160'513 CHF 99.37% 99.37%
20.11.2024 0.64% 1.52 CHF 1.53 CHF 300'000 100'000 300'000 100'000 464'778 CHF 155'926 CHF 99.37% 99.37%
19.11.2024 0.65% 1.51 CHF 1.52 CHF 300'000 100'000 300'000 100'000 458'711 CHF 153'904 CHF 98.25% 98.25%
18.11.2024 0.65% 1.54 CHF 1.55 CHF 300'000 100'000 300'000 100'000 461'649 CHF 154'883 CHF 96.84% 96.84%
15.11.2024 0.64% 1.54 CHF 1.55 CHF 300'000 100'000 300'000 100'000 468'395 CHF 157'132 CHF 99.38% 99.38%
14.11.2024 0.57% 1.67 CHF 1.68 CHF 300'000 100'000 300'000 100'000 520'659 CHF 174'553 CHF 99.37% 99.37%
13.11.2024 0.58% 1.79 CHF 1.80 CHF 300'000 100'000 300'000 100'000 514'380 CHF 172'460 CHF 96.89% 96.89%
12.11.2024 0.57% 1.67 CHF 1.68 CHF 300'000 100'000 300'000 100'000 520'991 CHF 174'664 CHF 96.88% 96.88%
11.11.2024 0.56% 1.73 CHF 1.74 CHF 300'000 100'000 300'000 100'000 537'728 CHF 180'242 CHF 99.35% 99.35%
08.11.2024 0.63% 1.71 CHF 1.72 CHF 300'000 100'000 300'000 100'000 477'141 CHF 160'047 CHF 96.75% 96.75%

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