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 0.78% 1.25 CHF 1.26 CHF 300'000 100'000 300'000 100'000 382'070 CHF 128'357 CHF 99.07% 99.07%
19.11.2024 0.81% 1.29 CHF 1.30 CHF 300'000 100'000 300'000 100'000 369'804 CHF 124'268 CHF 98.92% 98.92%
18.11.2024 0.77% 1.32 CHF 1.33 CHF 300'000 100'000 300'000 100'000 389'751 CHF 130'917 CHF 97.01% 97.01%
15.11.2024 0.77% 1.31 CHF 1.32 CHF 300'000 100'000 300'000 100'000 387'779 CHF 130'260 CHF 99.45% 99.45%
14.11.2024 0.85% 1.20 CHF 1.21 CHF 300'000 100'000 300'000 100'000 353'517 CHF 118'839 CHF 99.44% 99.44%
13.11.2024 0.94% 1.04 CHF 1.05 CHF 300'000 100'000 300'000 100'000 319'206 CHF 107'402 CHF 96.99% 96.99%
12.11.2024 0.86% 1.04 CHF 1.05 CHF 300'000 100'000 300'000 100'000 346'352 CHF 116'451 CHF 96.98% 96.98%
11.11.2024 0.79% 1.25 CHF 1.26 CHF 300'000 100'000 300'000 100'000 380'625 CHF 127'875 CHF 98.58% 98.58%
08.11.2024 0.78% 1.28 CHF 1.29 CHF 300'000 100'000 300'000 100'000 382'725 CHF 128'575 CHF 93.40% 93.40%
07.11.2024 0.72% 1.41 CHF 1.42 CHF 300'000 100'000 300'000 100'000 412'748 CHF 138'583 CHF 98.68% 98.68%

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