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 0.87% 1.13 CHF 1.14 CHF 120'000 120'000 120'000 120'000 137'486 CHF 138'686 CHF 99.44% 99.44%
19.11.2024 0.85% 1.17 CHF 1.18 CHF 120'000 120'000 120'000 120'000 141'328 CHF 142'528 CHF 100.00% 100.00%
18.11.2024 0.86% 1.14 CHF 1.15 CHF 120'000 120'000 120'000 120'000 139'380 CHF 140'580 CHF 99.88% 99.88%
15.11.2024 0.85% 1.18 CHF 1.19 CHF 120'000 120'000 120'000 120'000 140'964 CHF 142'164 CHF 100.00% 100.00%
14.11.2024 0.84% 1.17 CHF 1.18 CHF 120'000 120'000 120'000 120'000 142'456 CHF 143'656 CHF 98.58% 98.58%
13.11.2024 0.84% 1.21 CHF 1.22 CHF 120'000 120'000 120'000 120'000 141'919 CHF 143'119 CHF 100.00% 100.00%
12.11.2024 0.87% 1.16 CHF 1.17 CHF 120'000 120'000 120'000 120'000 136'874 CHF 138'074 CHF 99.90% 99.90%
11.11.2024 0.88% 1.11 CHF 1.12 CHF 120'000 120'000 120'000 120'000 135'036 CHF 136'236 CHF 100.00% 100.00%
08.11.2024 0.88% 1.15 CHF 1.16 CHF 120'000 120'000 120'000 120'000 136'139 CHF 137'339 CHF 99.05% 99.05%
07.11.2024 0.89% 1.12 CHF 1.13 CHF 120'000 120'000 120'000 120'000 134'123 CHF 135'323 CHF 100.00% 100.00%

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