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% 1.29 CHF 1.30 CHF 600'000 200'000 600'000 200'000 770'311 CHF 258'770 CHF 89.43% 89.43%
19.11.2024 0.76% 1.31 CHF 1.32 CHF 600'000 200'000 600'000 200'000 784'366 CHF 263'455 CHF 90.47% 90.47%
18.11.2024 0.77% 1.29 CHF 1.30 CHF 600'000 200'000 600'000 200'000 779'479 CHF 261'826 CHF 88.89% 88.89%
15.11.2024 0.79% 1.28 CHF 1.29 CHF 600'000 200'000 600'000 200'000 760'679 CHF 255'560 CHF 86.17% 86.17%
14.11.2024 0.79% 1.26 CHF 1.27 CHF 600'000 200'000 600'000 200'000 757'082 CHF 254'360 CHF 89.16% 89.16%
13.11.2024 0.79% 1.27 CHF 1.28 CHF 600'000 200'000 600'000 200'000 759'795 CHF 255'265 CHF 83.40% 83.40%
12.11.2024 0.80% 1.27 CHF 1.28 CHF 600'000 200'000 600'000 200'000 749'468 CHF 251'823 CHF 91.65% 91.65%
11.11.2024 0.83% 1.20 CHF 1.21 CHF 600'000 200'000 600'000 200'000 721'754 CHF 242'585 CHF 92.97% 92.97%
08.11.2024 0.80% 1.26 CHF 1.27 CHF 600'000 200'000 600'000 200'000 749'181 CHF 251'727 CHF 88.01% 88.01%
07.11.2024 0.80% 1.23 CHF 1.24 CHF 600'000 200'000 600'000 200'000 744'026 CHF 250'009 CHF 95.26% 95.26%

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