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 0.90% 1.08 CHF 1.09 CHF 250'000 100'000 250'000 100'000 275'221 CHF 111'088 CHF 99.17% 99.17%
19.11.2024 0.89% 1.14 CHF 1.15 CHF 250'000 100'000 250'000 100'000 281'271 CHF 113'509 CHF 99.17% 99.17%
18.11.2024 0.88% 1.14 CHF 1.15 CHF 250'000 100'000 250'000 100'000 281'815 CHF 113'726 CHF 99.23% 99.23%
15.11.2024 0.90% 1.10 CHF 1.11 CHF 250'000 100'000 250'000 100'000 275'739 CHF 111'296 CHF 99.16% 99.16%
14.11.2024 0.91% 1.17 CHF 1.18 CHF 250'000 100'000 250'000 100'000 275'092 CHF 111'037 CHF 99.16% 99.16%
13.11.2024 1.01% 1.01 CHF 1.02 CHF 250'000 100'000 250'000 100'000 246'485 CHF 99'594 CHF 99.17% 99.17%
12.11.2024 0.98% 0.97 CHF 0.98 CHF 250'000 100'000 250'000 100'000 254'073 CHF 102'629 CHF 99.17% 99.17%
11.11.2024 0.91% 1.06 CHF 1.07 CHF 250'000 100'000 250'000 100'000 272'813 CHF 110'125 CHF 99.17% 99.17%
08.11.2024 0.89% 1.09 CHF 1.10 CHF 250'000 100'000 250'000 100'000 279'163 CHF 112'665 CHF 99.17% 99.17%
07.11.2024 0.85% 1.14 CHF 1.15 CHF 250'000 100'000 250'000 99'988 294'501 CHF 118'787 CHF 98.06% 98.06%

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