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 0.91% 1.10 CHF 1.11 CHF 100'500 100'500 100'500 100'500 109'881 CHF 110'886 CHF 99.45% 99.45%
19.11.2024 0.92% 1.06 CHF 1.07 CHF 100'500 100'500 96'178 96'178 103'770 CHF 104'732 CHF 98.78% 98.78%
18.11.2024 1.55% 1.07 CHF 1.08 CHF 94'900 94'900 89'351 89'351 100'212 CHF 101'772 CHF 98.78% 98.78%
15.11.2024 1.69% 1.19 CHF 1.21 CHF 87'600 87'600 84'107 84'107 98'678 CHF 100'360 CHF 100.00% 100.00%
14.11.2024 0.98% 1.24 CHF 1.26 CHF 83'000 83'000 87'890 87'890 110'174 CHF 111'238 CHF 100.00% 100.00%
13.11.2024 0.84% 1.22 CHF 1.23 CHF 89'300 89'300 92'586 92'586 110'114 CHF 111'040 CHF 100.00% 100.00%
12.11.2024 0.86% 1.20 CHF 1.21 CHF 93'600 93'600 99'830 99'830 115'392 CHF 116'391 CHF 99.82% 99.82%
11.11.2024 0.95% 1.10 CHF 1.11 CHF 101'500 101'500 107'185 107'185 112'301 CHF 113'373 CHF 99.74% 99.74%
08.11.2024 0.98% 1.05 CHF 1.06 CHF 109'000 109'000 109'460 109'460 110'734 CHF 111'829 CHF 100.00% 100.00%
07.11.2024 0.98% 0.97 CHF 0.98 CHF 109'600 109'600 103'265 103'265 104'388 CHF 105'421 CHF 99.96% 99.96%

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