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 0.60% 1.65 CHF 1.66 CHF 300'000 100'000 300'000 100'000 499'571 CHF 167'524 CHF 98.99% 98.99%
19.11.2024 0.61% 1.68 CHF 1.69 CHF 300'000 100'000 300'000 100'000 487'394 CHF 163'465 CHF 98.85% 98.85%
18.11.2024 0.59% 1.71 CHF 1.72 CHF 300'000 100'000 300'000 100'000 507'474 CHF 170'158 CHF 97.00% 97.00%
15.11.2024 0.59% 1.70 CHF 1.71 CHF 300'000 100'000 300'000 100'000 505'959 CHF 169'653 CHF 99.38% 99.38%
14.11.2024 0.64% 1.60 CHF 1.61 CHF 300'000 100'000 300'000 100'000 471'340 CHF 158'113 CHF 99.37% 99.37%
13.11.2024 0.68% 1.43 CHF 1.44 CHF 300'000 100'000 300'000 100'000 436'888 CHF 146'629 CHF 96.96% 96.96%
12.11.2024 0.64% 1.44 CHF 1.45 CHF 300'000 100'000 300'000 100'000 464'133 CHF 155'711 CHF 96.83% 96.83%
11.11.2024 0.60% 1.65 CHF 1.66 CHF 300'000 100'000 300'000 100'000 498'565 CHF 167'188 CHF 98.50% 98.50%
08.11.2024 0.60% 1.67 CHF 1.68 CHF 300'000 100'000 300'000 100'000 500'827 CHF 167'942 CHF 93.37% 93.37%
07.11.2024 0.56% 1.80 CHF 1.81 CHF 300'000 100'000 300'000 100'000 531'102 CHF 178'034 CHF 98.70% 98.70%

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