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 0.81% 1.21 CHF 1.22 CHF 250'000 100'000 250'000 100'000 305'776 CHF 123'310 CHF 99.38% 99.38%
19.11.2024 0.79% 1.22 CHF 1.23 CHF 250'000 100'000 250'000 100'000 314'167 CHF 126'667 CHF 99.38% 99.38%
18.11.2024 0.82% 1.29 CHF 1.30 CHF 250'000 100'000 250'000 100'000 305'210 CHF 123'084 CHF 99.38% 99.38%
15.11.2024 0.82% 1.18 CHF 1.19 CHF 250'000 100'000 250'000 100'000 304'203 CHF 122'681 CHF 99.37% 99.37%
14.11.2024 0.79% 1.29 CHF 1.30 CHF 250'000 100'000 250'000 100'000 313'716 CHF 126'486 CHF 99.38% 99.38%
13.11.2024 0.84% 1.35 CHF 1.36 CHF 250'000 100'000 250'000 100'000 297'065 CHF 119'826 CHF 99.38% 99.38%
12.11.2024 0.65% 1.34 CHF 1.35 CHF 250'000 100'000 250'000 100'000 385'515 CHF 155'206 CHF 99.11% 99.11%
11.11.2024 0.61% 1.64 CHF 1.65 CHF 250'000 100'000 250'000 100'000 410'762 CHF 165'305 CHF 99.38% 99.38%
08.11.2024 0.64% 1.58 CHF 1.59 CHF 250'000 100'000 250'000 100'000 391'384 CHF 157'554 CHF 99.38% 99.38%
07.11.2024 0.63% 1.57 CHF 1.58 CHF 250'000 100'000 250'000 100'000 397'384 CHF 159'953 CHF 98.69% 98.69%

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