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 0.75% 1.28 CHF 1.29 CHF 450'000 150'000 450'000 150'000 598'474 CHF 200'992 CHF 99.38% 99.38%
19.11.2024 0.80% 1.25 CHF 1.26 CHF 450'000 150'000 450'000 150'000 562'710 CHF 189'070 CHF 99.37% 99.37%
18.11.2024 0.78% 1.26 CHF 1.27 CHF 450'000 150'000 450'000 150'000 576'254 CHF 193'585 CHF 99.38% 99.38%
15.11.2024 0.77% 1.28 CHF 1.29 CHF 450'000 150'000 450'000 150'000 585'927 CHF 196'809 CHF 99.36% 99.36%
14.11.2024 0.73% 1.37 CHF 1.38 CHF 450'000 150'000 450'000 150'000 611'629 CHF 205'376 CHF 99.38% 99.38%
13.11.2024 0.75% 1.34 CHF 1.35 CHF 450'000 150'000 450'000 150'000 598'895 CHF 201'132 CHF 99.38% 99.38%
12.11.2024 0.75% 1.32 CHF 1.33 CHF 450'000 150'000 450'000 150'000 594'616 CHF 199'705 CHF 99.15% 99.15%
11.11.2024 0.72% 1.35 CHF 1.36 CHF 450'000 150'000 450'000 150'000 621'730 CHF 208'743 CHF 99.38% 99.38%
08.11.2024 0.76% 1.31 CHF 1.32 CHF 450'000 150'000 450'000 150'000 590'871 CHF 198'457 CHF 99.37% 99.37%
07.11.2024 0.76% 1.29 CHF 1.30 CHF 450'000 150'000 450'000 150'000 589'655 CHF 198'052 CHF 98.58% 98.58%

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