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 0.70% 1.36 CHF 1.37 CHF 80'000 80'000 80'000 80'000 114'579 CHF 115'379 CHF 99.37% 99.37%
19.11.2024 0.69% 1.44 CHF 1.45 CHF 80'000 80'000 80'000 80'000 114'773 CHF 115'573 CHF 99.28% 99.28%
18.11.2024 0.65% 1.55 CHF 1.56 CHF 100'000 100'000 100'000 100'000 153'870 CHF 154'870 CHF 99.28% 99.28%
15.11.2024 0.66% 1.50 CHF 1.51 CHF 100'000 100'000 100'000 100'000 150'428 CHF 151'428 CHF 99.38% 99.38%
14.11.2024 0.71% 1.45 CHF 1.46 CHF 100'000 100'000 100'000 100'000 140'041 CHF 141'041 CHF 99.37% 99.37%
13.11.2024 0.76% 1.29 CHF 1.30 CHF 100'000 100'000 100'000 100'000 131'701 CHF 132'701 CHF 99.39% 99.39%
12.11.2024 0.68% 1.38 CHF 1.39 CHF 100'000 100'000 100'000 100'000 147'237 CHF 148'237 CHF 99.08% 99.08%
11.11.2024 0.69% 1.49 CHF 1.50 CHF 100'000 100'000 100'000 100'000 145'436 CHF 146'436 CHF 99.27% 99.27%
08.11.2024 0.69% 1.41 CHF 1.42 CHF 100'000 100'000 100'000 100'000 144'657 CHF 145'657 CHF 99.39% 99.39%
07.11.2024 0.63% 1.62 CHF 1.63 CHF 100'000 100'000 100'000 100'000 157'738 CHF 158'738 CHF 99.29% 99.29%

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