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 0.50% 1.90 CHF 1.91 CHF 300'000 50'000 300'000 50'000 599'188 CHF 100'365 CHF 99.17% 99.17%
19.11.2024 0.52% 1.95 CHF 1.96 CHF 300'000 50'000 300'000 50'000 574'763 CHF 96'294 CHF 99.17% 99.17%
18.11.2024 0.48% 2.03 CHF 2.04 CHF 300'000 50'000 300'000 50'000 628'458 CHF 105'243 CHF 99.22% 99.22%
15.11.2024 0.46% 2.18 CHF 2.19 CHF 300'000 50'000 300'000 50'000 650'758 CHF 108'960 CHF 99.17% 99.17%
14.11.2024 0.51% 1.91 CHF 1.92 CHF 300'000 50'000 300'000 50'000 583'277 CHF 97'713 CHF 99.15% 99.15%
13.11.2024 0.54% 1.86 CHF 1.87 CHF 300'000 50'000 300'000 50'000 557'796 CHF 93'466 CHF 99.16% 99.16%
12.11.2024 0.47% 1.88 CHF 1.89 CHF 300'000 50'000 300'000 50'000 634'430 CHF 106'238 CHF 99.16% 99.16%
11.11.2024 0.44% 2.29 CHF 2.30 CHF 300'000 50'000 300'000 50'000 681'605 CHF 114'101 CHF 99.16% 99.16%
08.11.2024 0.48% 2.11 CHF 2.12 CHF 300'000 50'000 300'000 50'000 619'100 CHF 103'683 CHF 99.16% 99.16%
07.11.2024 0.54% 1.92 CHF 1.93 CHF 300'000 100'000 300'000 100'000 558'417 CHF 187'139 CHF 98.19% 98.19%

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