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 0.80% 1.18 CHF 1.19 CHF 450'000 150'000 450'000 150'000 558'863 CHF 187'788 CHF 99.37% 99.37%
19.11.2024 0.86% 1.15 CHF 1.16 CHF 450'000 150'000 450'000 150'000 519'573 CHF 174'691 CHF 99.37% 99.37%
18.11.2024 0.84% 1.16 CHF 1.17 CHF 450'000 150'000 450'000 150'000 533'088 CHF 179'196 CHF 99.38% 99.38%
15.11.2024 0.82% 1.19 CHF 1.20 CHF 450'000 150'000 450'000 150'000 545'413 CHF 183'304 CHF 99.36% 99.36%
14.11.2024 0.78% 1.28 CHF 1.29 CHF 450'000 150'000 450'000 150'000 573'983 CHF 192'828 CHF 99.37% 99.37%
13.11.2024 0.80% 1.25 CHF 1.26 CHF 450'000 150'000 450'000 150'000 559'120 CHF 187'873 CHF 99.38% 99.38%
12.11.2024 0.81% 1.23 CHF 1.24 CHF 450'000 150'000 450'000 150'000 552'798 CHF 185'766 CHF 99.15% 99.15%
11.11.2024 0.77% 1.25 CHF 1.26 CHF 450'000 150'000 450'000 150'000 580'979 CHF 195'160 CHF 99.38% 99.38%
08.11.2024 0.82% 1.22 CHF 1.23 CHF 450'000 150'000 450'000 150'000 547'019 CHF 183'840 CHF 99.37% 99.37%
07.11.2024 0.82% 1.19 CHF 1.20 CHF 450'000 150'000 450'000 150'000 546'771 CHF 183'757 CHF 98.58% 98.58%

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