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 0.98% 1.03 CHF 1.04 CHF 100'000 100'000 100'000 100'000 101'834 CHF 102'834 CHF 99.97% 99.97%
19.11.2024 0.98% 1.01 CHF 1.02 CHF 100'000 100'000 100'000 100'000 101'915 CHF 102'915 CHF 99.83% 99.83%
18.11.2024 1.00% 1.00 CHF 1.01 CHF 100'000 100'000 100'000 100'000 99'650 CHF 100'650 CHF 99.91% 99.91%
15.11.2024 1.00% 0.99 CHF 1.00 CHF 100'000 100'000 100'000 100'000 99'037 CHF 100'037 CHF 100.00% 100.00%
14.11.2024 0.99% 1.00 CHF 1.01 CHF 100'000 100'000 100'000 100'000 100'833 CHF 101'833 CHF 99.64% 99.64%
13.11.2024 0.99% 1.01 CHF 1.02 CHF 100'000 100'000 100'000 100'000 100'542 CHF 101'542 CHF 99.94% 99.94%
12.11.2024 1.01% 1.00 CHF 1.01 CHF 100'000 100'000 100'000 100'000 98'885 CHF 99'885 CHF 99.78% 99.78%
11.11.2024 1.06% 0.94 CHF 0.95 CHF 100'000 100'000 100'000 100'000 93'461 CHF 94'461 CHF 99.81% 99.81%
08.11.2024 1.06% 0.95 CHF 0.96 CHF 100'000 100'000 100'000 100'000 94'201 CHF 95'201 CHF 99.84% 99.84%
07.11.2024 1.09% 0.91 CHF 0.92 CHF 100'000 100'000 100'000 100'000 90'922 CHF 91'922 CHF 99.90% 99.90%

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