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 0.55% 1.86 CHF 1.87 CHF 750'000 750'000 334'560 334'560 623'249 CHF 626'601 CHF 99.90% 99.90%
19.11.2024 0.56% 1.84 CHF 1.85 CHF 750'000 750'000 317'247 317'247 580'753 CHF 583'934 CHF 99.84% 99.84%
18.11.2024 0.54% 1.84 CHF 1.85 CHF 750'000 750'000 333'993 333'993 620'794 CHF 624'138 CHF 98.23% 98.23%
15.11.2024 0.55% 1.88 CHF 1.89 CHF 750'000 750'000 313'753 313'753 583'012 CHF 586'155 CHF 99.71% 99.71%
14.11.2024 0.57% 1.79 CHF 1.80 CHF 650'000 650'000 299'611 299'611 538'572 CHF 541'574 CHF 100.00% 100.00%
13.11.2024 0.58% 1.77 CHF 1.78 CHF 650'000 650'000 291'034 291'034 513'635 CHF 516'551 CHF 100.00% 100.00%
12.11.2024 0.58% 1.77 CHF 1.78 CHF 650'000 650'000 290'500 290'500 511'264 CHF 514'174 CHF 99.86% 99.86%
11.11.2024 0.60% 1.74 CHF 1.75 CHF 650'000 650'000 276'709 276'709 472'264 CHF 475'036 CHF 99.90% 99.90%
08.11.2024 0.63% 1.66 CHF 1.67 CHF 600'000 600'000 255'836 255'836 416'164 CHF 418'727 CHF 98.88% 98.88%
07.11.2024 0.66% 1.58 CHF 1.59 CHF 550'000 550'000 199'467 199'467 311'677 CHF 313'674 CHF 97.44% 97.44%

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