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 0.74% 1.30 CHF 1.31 CHF 500'000 150'000 500'000 150'000 674'193 CHF 203'758 CHF 99.38% 99.38%
19.11.2024 0.79% 1.30 CHF 1.31 CHF 500'000 150'000 500'000 150'000 632'699 CHF 191'310 CHF 99.38% 99.38%
18.11.2024 0.76% 1.29 CHF 1.30 CHF 500'000 150'000 500'000 150'000 652'521 CHF 197'256 CHF 99.37% 99.37%
15.11.2024 0.74% 1.33 CHF 1.34 CHF 500'000 150'000 500'000 150'000 671'788 CHF 203'036 CHF 99.34% 99.34%
14.11.2024 0.76% 1.31 CHF 1.32 CHF 500'000 150'000 500'000 150'000 657'200 CHF 198'660 CHF 99.38% 99.38%
13.11.2024 0.76% 1.36 CHF 1.37 CHF 500'000 150'000 500'000 150'000 651'660 CHF 196'998 CHF 99.38% 99.38%
12.11.2024 0.75% 1.31 CHF 1.32 CHF 500'000 150'000 500'000 150'000 668'446 CHF 202'034 CHF 99.14% 99.14%
11.11.2024 0.70% 1.39 CHF 1.40 CHF 500'000 150'000 500'000 150'000 709'743 CHF 214'423 CHF 99.13% 99.13%
08.11.2024 0.73% 1.35 CHF 1.36 CHF 500'000 150'000 500'000 150'000 678'837 CHF 205'151 CHF 99.38% 99.38%
07.11.2024 0.75% 1.31 CHF 1.32 CHF 500'000 150'000 500'000 150'000 667'028 CHF 201'608 CHF 98.56% 98.56%

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