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 0.89% 1.13 CHF 1.14 CHF 450'000 150'000 450'000 150'000 500'695 CHF 168'398 CHF 99.36% 99.36%
19.11.2024 0.87% 1.12 CHF 1.13 CHF 450'000 150'000 450'000 150'000 514'590 CHF 173'030 CHF 96.96% 96.96%
18.11.2024 0.89% 1.17 CHF 1.18 CHF 450'000 150'000 450'000 150'000 504'339 CHF 169'613 CHF 97.52% 97.52%
15.11.2024 0.96% 1.07 CHF 1.08 CHF 450'000 150'000 450'000 150'000 466'264 CHF 156'922 CHF 95.67% 95.67%
14.11.2024 0.94% 1.06 CHF 1.07 CHF 450'000 150'000 450'000 150'000 474'909 CHF 159'803 CHF 99.28% 99.28%
13.11.2024 0.98% 1.04 CHF 1.05 CHF 450'000 150'000 450'000 150'000 458'664 CHF 154'388 CHF 98.73% 98.73%
12.11.2024 0.97% 0.99 CHF 1.00 CHF 450'000 150'000 450'000 150'000 461'284 CHF 155'261 CHF 99.33% 99.33%
11.11.2024 0.95% 1.05 CHF 1.06 CHF 450'000 150'000 450'000 150'000 470'151 CHF 158'217 CHF 98.30% 98.30%
08.11.2024 0.99% 1.05 CHF 1.06 CHF 450'000 150'000 450'000 150'000 451'360 CHF 151'953 CHF 98.16% 98.16%
07.11.2024 0.96% 1.00 CHF 1.01 CHF 450'000 150'000 450'000 150'000 464'453 CHF 156'318 CHF 98.74% 98.74%

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