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 0.87% 1.12 CHF 1.13 CHF 450'000 150'000 450'000 150'000 514'614 CHF 173'038 CHF 99.29% 99.29%
19.11.2024 0.89% 1.12 CHF 1.13 CHF 450'000 150'000 450'000 150'000 504'412 CHF 169'637 CHF 95.57% 95.57%
18.11.2024 0.88% 1.13 CHF 1.14 CHF 450'000 150'000 450'000 150'000 511'907 CHF 172'136 CHF 97.35% 97.35%
15.11.2024 0.87% 1.13 CHF 1.14 CHF 450'000 150'000 450'000 150'000 516'521 CHF 173'674 CHF 96.20% 96.20%
14.11.2024 0.77% 1.24 CHF 1.25 CHF 450'000 150'000 362'452 120'817 467'261 CHF 156'962 CHF 99.74% 99.74%
13.11.2024 0.78% 1.35 CHF 1.36 CHF 300'000 100'000 420'021 140'007 534'051 CHF 179'417 CHF 98.78% 98.78%
12.11.2024 0.76% 1.24 CHF 1.25 CHF 450'000 150'000 324'462 108'154 422'335 CHF 141'860 CHF 99.36% 99.36%
11.11.2024 0.74% 1.30 CHF 1.31 CHF 300'000 100'000 300'000 100'000 405'816 CHF 136'272 CHF 96.29% 96.29%
08.11.2024 0.85% 1.28 CHF 1.29 CHF 450'000 150'000 448'682 149'561 525'164 CHF 176'550 CHF 96.75% 96.75%
07.11.2024 0.82% 1.16 CHF 1.17 CHF 450'000 150'000 450'000 150'000 548'089 CHF 184'196 CHF 98.64% 98.64%

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