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 0.58% 1.77 CHF 1.78 CHF 300'000 100'000 300'000 100'000 519'098 CHF 174'033 CHF 99.35% 99.35%
19.11.2024 0.58% 1.75 CHF 1.76 CHF 300'000 100'000 300'000 100'000 520'214 CHF 174'405 CHF 99.35% 99.35%
18.11.2024 0.57% 1.76 CHF 1.77 CHF 300'000 100'000 300'000 100'000 521'467 CHF 174'822 CHF 94.02% 94.02%
15.11.2024 0.53% 1.82 CHF 1.83 CHF 300'000 100'000 300'000 100'000 567'563 CHF 190'188 CHF 99.36% 99.36%
14.11.2024 0.51% 1.92 CHF 1.93 CHF 300'000 100'000 300'000 100'000 584'912 CHF 195'971 CHF 99.35% 99.35%
13.11.2024 0.50% 1.95 CHF 1.96 CHF 300'000 100'000 300'000 100'000 599'330 CHF 200'777 CHF 93.38% 93.38%
12.11.2024 0.47% 2.10 CHF 2.11 CHF 300'000 100'000 300'000 100'000 640'753 CHF 214'584 CHF 96.86% 96.86%
11.11.2024 0.47% 2.19 CHF 2.20 CHF 300'000 100'000 300'000 100'000 635'156 CHF 212'719 CHF 99.37% 99.37%
08.11.2024 0.47% 2.06 CHF 2.07 CHF 300'000 100'000 300'000 100'000 636'057 CHF 213'019 CHF 89.76% 89.76%
07.11.2024 0.51% 2.10 CHF 2.11 CHF 300'000 100'000 300'000 100'000 591'882 CHF 198'294 CHF 88.27% 88.27%

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