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 0.96% 0.92 CHF 0.93 CHF 150'000 150'000 150'000 150'000 156'010 CHF 157'510 CHF 99.17% 99.17%
19.11.2024 1.10% 0.91 CHF 0.92 CHF 150'000 150'000 150'000 150'000 136'492 CHF 137'992 CHF 99.16% 99.16%
18.11.2024 0.92% 1.14 CHF 1.15 CHF 150'000 150'000 150'000 150'000 162'821 CHF 164'321 CHF 99.22% 99.22%
15.11.2024 0.83% 1.09 CHF 1.10 CHF 150'000 150'000 150'000 150'000 179'643 CHF 181'143 CHF 99.16% 99.16%
14.11.2024 0.75% 1.46 CHF 1.47 CHF 150'000 150'000 150'000 150'000 199'037 CHF 200'537 CHF 99.03% 99.03%
13.11.2024 0.82% 1.25 CHF 1.26 CHF 150'000 150'000 150'000 150'000 182'909 CHF 184'409 CHF 99.16% 99.16%
12.11.2024 0.69% 1.26 CHF 1.27 CHF 150'000 150'000 150'000 150'000 218'252 CHF 219'752 CHF 99.16% 99.16%
11.11.2024 0.58% 1.71 CHF 1.72 CHF 150'000 150'000 150'000 150'000 258'647 CHF 260'147 CHF 99.16% 99.16%
08.11.2024 0.65% 1.48 CHF 1.49 CHF 150'000 150'000 150'000 150'000 230'072 CHF 231'572 CHF 99.17% 99.17%
07.11.2024 0.56% 1.74 CHF 1.75 CHF 150'000 150'000 150'000 150'000 267'777 CHF 269'277 CHF 90.59% 90.59%

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