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 0.80% 1.12 CHF 1.13 CHF 150'000 150'000 150'000 150'000 186'166 CHF 187'666 CHF 99.17% 99.17%
19.11.2024 0.90% 1.11 CHF 1.12 CHF 150'000 150'000 150'000 150'000 166'706 CHF 168'206 CHF 99.16% 99.16%
18.11.2024 0.77% 1.34 CHF 1.35 CHF 150'000 150'000 150'000 150'000 192'961 CHF 194'461 CHF 99.22% 99.22%
15.11.2024 0.71% 1.29 CHF 1.30 CHF 150'000 150'000 150'000 150'000 209'783 CHF 211'283 CHF 99.16% 99.16%
14.11.2024 0.65% 1.66 CHF 1.67 CHF 150'000 150'000 150'000 150'000 229'162 CHF 230'662 CHF 99.03% 99.03%
13.11.2024 0.70% 1.45 CHF 1.46 CHF 150'000 150'000 150'000 150'000 213'023 CHF 214'523 CHF 99.16% 99.16%
12.11.2024 0.60% 1.47 CHF 1.48 CHF 150'000 150'000 150'000 150'000 248'459 CHF 249'959 CHF 99.16% 99.16%
11.11.2024 0.52% 1.91 CHF 1.92 CHF 150'000 150'000 150'000 150'000 288'647 CHF 290'147 CHF 99.16% 99.16%
08.11.2024 0.58% 1.68 CHF 1.69 CHF 150'000 150'000 150'000 150'000 260'094 CHF 261'594 CHF 99.17% 99.17%
07.11.2024 0.50% 1.94 CHF 1.95 CHF 150'000 150'000 150'000 150'000 297'889 CHF 299'389 CHF 90.59% 90.59%

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