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 0.69% 1.47 CHF 1.48 CHF 225'000 75'000 263'103 87'701 377'766 CHF 126'799 CHF 98.97% 98.97%
19.11.2024 0.70% 1.52 CHF 1.53 CHF 225'000 75'000 268'277 89'426 382'867 CHF 128'517 CHF 94.93% 94.93%
18.11.2024 0.74% 1.35 CHF 1.36 CHF 300'000 100'000 300'000 100'000 404'932 CHF 135'977 CHF 98.95% 98.95%
15.11.2024 0.74% 1.33 CHF 1.34 CHF 300'000 100'000 300'000 100'000 402'349 CHF 135'116 CHF 99.38% 99.38%
14.11.2024 0.70% 1.40 CHF 1.41 CHF 300'000 100'000 300'000 100'000 425'189 CHF 142'730 CHF 98.22% 98.22%
13.11.2024 0.72% 1.39 CHF 1.40 CHF 300'000 100'000 300'000 100'000 416'688 CHF 139'896 CHF 96.91% 96.91%
12.11.2024 0.75% 1.38 CHF 1.39 CHF 300'000 100'000 300'000 100'000 399'570 CHF 134'190 CHF 99.25% 99.25%
11.11.2024 0.73% 1.33 CHF 1.34 CHF 300'000 100'000 300'000 100'000 409'103 CHF 137'368 CHF 98.31% 98.31%
08.11.2024 0.77% 1.37 CHF 1.38 CHF 300'000 100'000 300'000 100'000 390'528 CHF 131'176 CHF 99.20% 99.20%
07.11.2024 0.79% 1.28 CHF 1.29 CHF 300'000 100'000 300'000 100'000 380'344 CHF 127'781 CHF 98.60% 98.60%

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