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
22.11.2024 0.57% 1.75 CHF 1.76 CHF 250'000 100'000 250'000 100'000 440'562 CHF 177'225 CHF 99.26% 99.26%
20.11.2024 0.59% 1.69 CHF 1.70 CHF 250'000 100'000 250'000 100'000 420'657 CHF 169'263 CHF 99.38% 99.38%
19.11.2024 0.59% 1.69 CHF 1.70 CHF 250'000 100'000 250'000 100'000 421'794 CHF 169'718 CHF 99.38% 99.38%
18.11.2024 0.62% 1.60 CHF 1.61 CHF 250'000 100'000 250'000 100'000 399'305 CHF 160'722 CHF 99.38% 99.38%
15.11.2024 0.63% 1.58 CHF 1.59 CHF 250'000 100'000 250'000 100'000 393'953 CHF 158'581 CHF 99.37% 99.37%
14.11.2024 0.66% 1.53 CHF 1.54 CHF 250'000 100'000 250'000 100'000 375'671 CHF 151'269 CHF 99.38% 99.38%
13.11.2024 0.69% 1.48 CHF 1.49 CHF 250'000 100'000 250'000 100'000 362'966 CHF 146'186 CHF 99.04% 99.04%
12.11.2024 0.73% 1.42 CHF 1.43 CHF 250'000 100'000 250'000 100'000 343'484 CHF 138'394 CHF 99.11% 99.11%
11.11.2024 0.72% 1.35 CHF 1.36 CHF 250'000 100'000 250'000 100'000 346'002 CHF 139'401 CHF 99.38% 99.38%
08.11.2024 0.67% 1.44 CHF 1.45 CHF 250'000 100'000 250'000 100'000 374'797 CHF 150'919 CHF 99.38% 99.38%

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