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 0.58% 1.55 CHF 1.56 CHF 450'000 150'000 450'000 150'000 768'404 CHF 257'635 CHF 99.36% 99.36%
19.11.2024 0.63% 1.73 CHF 1.74 CHF 450'000 150'000 450'000 150'000 717'083 CHF 240'528 CHF 98.00% 98.00%
18.11.2024 0.70% 1.45 CHF 1.46 CHF 450'000 150'000 450'000 150'000 644'181 CHF 216'227 CHF 97.08% 97.08%
15.11.2024 0.68% 1.36 CHF 1.37 CHF 450'000 150'000 450'000 150'000 661'974 CHF 222'158 CHF 96.95% 96.95%
14.11.2024 0.50% 2.05 CHF 2.06 CHF 450'000 150'000 450'000 150'000 902'367 CHF 302'289 CHF 99.35% 99.35%
13.11.2024 0.57% 1.93 CHF 1.94 CHF 450'000 150'000 450'000 150'000 788'320 CHF 264'273 CHF 94.85% 94.85%
12.11.2024 0.56% 1.75 CHF 1.76 CHF 450'000 150'000 450'000 150'000 803'895 CHF 269'465 CHF 96.87% 96.87%
11.11.2024 0.53% 1.81 CHF 1.82 CHF 450'000 150'000 450'000 150'000 847'739 CHF 284'080 CHF 99.35% 99.35%
08.11.2024 0.52% 2.03 CHF 2.04 CHF 450'000 150'000 450'000 150'000 865'253 CHF 289'918 CHF 89.82% 89.82%
07.11.2024 0.58% 1.75 CHF 1.76 CHF 450'000 150'000 450'000 150'000 777'318 CHF 260'606 CHF 97.42% 97.42%

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