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 0.68% 1.42 CHF 1.43 CHF 450'000 150'000 450'000 150'000 662'308 CHF 222'270 CHF 99.38% 99.38%
19.11.2024 0.72% 1.39 CHF 1.40 CHF 450'000 150'000 450'000 150'000 625'726 CHF 210'075 CHF 99.37% 99.37%
18.11.2024 0.70% 1.40 CHF 1.41 CHF 450'000 150'000 450'000 150'000 639'386 CHF 214'629 CHF 99.38% 99.38%
15.11.2024 0.69% 1.42 CHF 1.43 CHF 450'000 150'000 450'000 150'000 649'640 CHF 218'047 CHF 99.36% 99.36%
14.11.2024 0.66% 1.51 CHF 1.52 CHF 450'000 150'000 450'000 150'000 675'717 CHF 226'739 CHF 99.38% 99.38%
13.11.2024 0.68% 1.48 CHF 1.49 CHF 450'000 150'000 450'000 150'000 663'010 CHF 222'503 CHF 99.37% 99.37%
12.11.2024 0.68% 1.46 CHF 1.47 CHF 450'000 150'000 450'000 150'000 659'862 CHF 221'454 CHF 99.15% 99.15%
11.11.2024 0.65% 1.49 CHF 1.50 CHF 450'000 150'000 450'000 150'000 686'746 CHF 230'415 CHF 99.38% 99.38%
08.11.2024 0.68% 1.46 CHF 1.47 CHF 450'000 150'000 450'000 150'000 654'776 CHF 219'759 CHF 99.37% 99.37%
07.11.2024 0.69% 1.43 CHF 1.44 CHF 450'000 150'000 450'000 150'000 653'099 CHF 219'200 CHF 98.58% 98.58%

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