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 0.77% 1.25 CHF 1.26 CHF 500'000 150'000 500'000 150'000 643'886 CHF 194'666 CHF 99.38% 99.38%
19.11.2024 0.78% 1.27 CHF 1.28 CHF 500'000 150'000 500'000 150'000 638'917 CHF 193'175 CHF 99.38% 99.38%
18.11.2024 0.75% 1.32 CHF 1.33 CHF 500'000 150'000 500'000 150'000 665'245 CHF 201'074 CHF 99.38% 99.38%
15.11.2024 0.72% 1.36 CHF 1.37 CHF 500'000 150'000 500'000 150'000 690'980 CHF 208'794 CHF 99.34% 99.34%
14.11.2024 0.67% 1.51 CHF 1.52 CHF 500'000 150'000 500'000 150'000 743'105 CHF 224'432 CHF 99.37% 99.37%
13.11.2024 0.65% 1.52 CHF 1.53 CHF 500'000 150'000 500'000 150'000 769'807 CHF 232'442 CHF 99.38% 99.38%
12.11.2024 0.65% 1.51 CHF 1.52 CHF 500'000 150'000 500'000 150'000 764'934 CHF 230'980 CHF 99.15% 99.15%
11.11.2024 0.63% 1.59 CHF 1.60 CHF 500'000 150'000 500'000 150'000 793'060 CHF 239'418 CHF 99.13% 99.13%
08.11.2024 0.65% 1.52 CHF 1.53 CHF 500'000 150'000 500'000 150'000 771'960 CHF 233'088 CHF 99.37% 99.37%
07.11.2024 0.63% 1.60 CHF 1.61 CHF 500'000 150'000 500'000 150'000 793'856 CHF 239'657 CHF 98.56% 98.56%

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