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 0.53% 1.91 CHF 1.92 CHF 300'000 100'000 300'000 100'000 561'669 CHF 188'223 CHF 99.37% 99.37%
19.11.2024 0.53% 1.90 CHF 1.91 CHF 300'000 100'000 300'000 100'000 564'903 CHF 189'301 CHF 98.25% 98.25%
18.11.2024 0.53% 1.88 CHF 1.89 CHF 300'000 100'000 300'000 100'000 567'280 CHF 190'093 CHF 96.93% 96.93%
15.11.2024 0.53% 1.90 CHF 1.91 CHF 300'000 100'000 300'000 100'000 562'712 CHF 188'571 CHF 99.38% 99.38%
14.11.2024 0.58% 1.76 CHF 1.77 CHF 300'000 100'000 300'000 100'000 511'590 CHF 171'530 CHF 99.37% 99.37%
13.11.2024 0.59% 1.63 CHF 1.64 CHF 300'000 100'000 300'000 100'000 511'209 CHF 171'403 CHF 96.95% 96.95%
12.11.2024 0.59% 1.75 CHF 1.76 CHF 300'000 100'000 300'000 100'000 503'076 CHF 168'692 CHF 96.96% 96.96%
11.11.2024 0.62% 1.68 CHF 1.69 CHF 300'000 100'000 300'000 100'000 483'563 CHF 162'188 CHF 99.35% 99.35%
08.11.2024 0.56% 1.67 CHF 1.68 CHF 300'000 100'000 300'000 100'000 537'133 CHF 180'044 CHF 96.75% 96.75%
07.11.2024 0.57% 1.81 CHF 1.82 CHF 300'000 100'000 300'000 100'000 524'712 CHF 175'904 CHF 97.66% 97.66%

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