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 0.61% 1.53 CHF 1.54 CHF 150'000 150'000 150'000 150'000 246'335 CHF 247'835 CHF 99.17% 99.17%
19.11.2024 0.66% 1.51 CHF 1.52 CHF 150'000 150'000 150'000 150'000 227'004 CHF 228'504 CHF 99.16% 99.16%
18.11.2024 0.59% 1.74 CHF 1.75 CHF 150'000 150'000 150'000 150'000 253'134 CHF 254'634 CHF 99.22% 99.22%
15.11.2024 0.55% 1.69 CHF 1.70 CHF 150'000 150'000 150'000 150'000 269'906 CHF 271'406 CHF 99.16% 99.16%
14.11.2024 0.52% 2.06 CHF 2.07 CHF 150'000 150'000 150'000 150'000 289'296 CHF 290'796 CHF 99.03% 99.03%
13.11.2024 0.55% 1.85 CHF 1.86 CHF 150'000 150'000 150'000 150'000 273'213 CHF 274'713 CHF 99.16% 99.16%
12.11.2024 0.49% 1.87 CHF 1.88 CHF 150'000 150'000 150'000 150'000 308'479 CHF 309'979 CHF 99.16% 99.16%
11.11.2024 0.43% 2.31 CHF 2.32 CHF 150'000 150'000 150'000 150'000 348'647 CHF 350'147 CHF 99.16% 99.16%
08.11.2024 0.47% 2.08 CHF 2.09 CHF 150'000 150'000 150'000 150'000 320'288 CHF 321'788 CHF 99.17% 99.17%
07.11.2024 0.42% 2.34 CHF 2.35 CHF 150'000 150'000 150'000 150'000 357'957 CHF 359'457 CHF 90.59% 90.59%

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