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 0.70% 1.37 CHF 1.38 CHF 450'000 150'000 450'000 150'000 640'956 CHF 215'152 CHF 99.37% 99.37%
19.11.2024 0.74% 1.34 CHF 1.35 CHF 450'000 150'000 450'000 150'000 602'989 CHF 202'496 CHF 99.37% 99.37%
18.11.2024 0.73% 1.35 CHF 1.36 CHF 450'000 150'000 450'000 150'000 616'071 CHF 206'857 CHF 99.38% 99.38%
15.11.2024 0.71% 1.38 CHF 1.39 CHF 450'000 150'000 450'000 150'000 629'852 CHF 211'451 CHF 99.36% 99.36%
14.11.2024 0.68% 1.47 CHF 1.48 CHF 450'000 150'000 450'000 150'000 656'857 CHF 220'452 CHF 99.37% 99.37%
13.11.2024 0.70% 1.44 CHF 1.45 CHF 450'000 150'000 450'000 150'000 644'625 CHF 216'375 CHF 99.38% 99.38%
12.11.2024 0.70% 1.43 CHF 1.44 CHF 450'000 150'000 450'000 150'000 643'362 CHF 215'954 CHF 99.15% 99.15%
11.11.2024 0.67% 1.46 CHF 1.47 CHF 450'000 150'000 450'000 150'000 668'362 CHF 224'287 CHF 99.38% 99.38%
08.11.2024 0.71% 1.40 CHF 1.41 CHF 450'000 150'000 450'000 150'000 630'440 CHF 211'647 CHF 99.37% 99.37%
07.11.2024 0.71% 1.38 CHF 1.39 CHF 450'000 150'000 450'000 150'000 629'325 CHF 211'275 CHF 98.58% 98.58%

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