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 0.77% 1.23 CHF 1.24 CHF 450'000 150'000 450'000 150'000 580'405 CHF 194'968 CHF 99.37% 99.37%
19.11.2024 0.82% 1.21 CHF 1.22 CHF 450'000 150'000 450'000 150'000 544'072 CHF 182'857 CHF 99.37% 99.37%
18.11.2024 0.80% 1.22 CHF 1.23 CHF 450'000 150'000 450'000 150'000 557'383 CHF 187'294 CHF 99.38% 99.38%
15.11.2024 0.79% 1.24 CHF 1.25 CHF 450'000 150'000 450'000 150'000 567'790 CHF 190'763 CHF 99.36% 99.36%
14.11.2024 0.75% 1.33 CHF 1.34 CHF 450'000 150'000 450'000 150'000 594'527 CHF 199'676 CHF 99.38% 99.38%
13.11.2024 0.77% 1.30 CHF 1.31 CHF 450'000 150'000 450'000 150'000 581'377 CHF 195'292 CHF 99.38% 99.38%
12.11.2024 0.78% 1.28 CHF 1.29 CHF 450'000 150'000 450'000 150'000 575'744 CHF 193'415 CHF 99.15% 99.15%
11.11.2024 0.74% 1.31 CHF 1.32 CHF 450'000 150'000 450'000 150'000 602'920 CHF 202'473 CHF 99.38% 99.38%
08.11.2024 0.79% 1.27 CHF 1.28 CHF 450'000 150'000 450'000 150'000 569'761 CHF 191'420 CHF 99.37% 99.37%
07.11.2024 0.79% 1.25 CHF 1.26 CHF 450'000 150'000 450'000 150'000 570'150 CHF 191'550 CHF 98.58% 98.58%

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