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 0.79% 1.20 CHF 1.21 CHF 450'000 150'000 450'000 150'000 564'587 CHF 189'696 CHF 99.38% 99.38%
19.11.2024 0.85% 1.17 CHF 1.18 CHF 450'000 150'000 450'000 150'000 528'124 CHF 177'541 CHF 99.37% 99.37%
18.11.2024 0.83% 1.18 CHF 1.19 CHF 450'000 150'000 450'000 150'000 541'087 CHF 181'862 CHF 99.38% 99.38%
15.11.2024 0.81% 1.21 CHF 1.22 CHF 450'000 150'000 450'000 150'000 554'228 CHF 186'243 CHF 99.36% 99.36%
14.11.2024 0.77% 1.30 CHF 1.31 CHF 450'000 150'000 450'000 150'000 580'991 CHF 195'164 CHF 99.38% 99.38%
13.11.2024 0.79% 1.27 CHF 1.28 CHF 450'000 150'000 450'000 150'000 569'557 CHF 191'352 CHF 99.38% 99.38%
12.11.2024 0.79% 1.26 CHF 1.27 CHF 450'000 150'000 450'000 150'000 569'655 CHF 191'385 CHF 99.15% 99.15%
11.11.2024 0.76% 1.30 CHF 1.31 CHF 450'000 150'000 450'000 150'000 592'754 CHF 199'085 CHF 99.38% 99.38%
08.11.2024 0.81% 1.23 CHF 1.24 CHF 450'000 150'000 450'000 150'000 555'334 CHF 186'611 CHF 99.37% 99.37%
07.11.2024 0.81% 1.21 CHF 1.22 CHF 450'000 150'000 450'000 150'000 554'074 CHF 186'191 CHF 98.58% 98.58%

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