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 0.92% 1.09 CHF 1.10 CHF 250'000 100'000 250'000 100'000 270'165 CHF 109'066 CHF 99.16% 99.16%
19.11.2024 0.92% 1.08 CHF 1.09 CHF 250'000 100'000 250'000 100'000 270'677 CHF 109'271 CHF 99.17% 99.17%
18.11.2024 0.92% 1.07 CHF 1.08 CHF 250'000 100'000 250'000 100'000 270'249 CHF 109'100 CHF 99.21% 99.21%
15.11.2024 0.93% 1.07 CHF 1.08 CHF 250'000 100'000 250'000 100'000 266'275 CHF 107'510 CHF 99.16% 99.16%
14.11.2024 0.94% 1.06 CHF 1.07 CHF 250'000 100'000 250'000 100'000 264'176 CHF 106'670 CHF 99.15% 99.15%
13.11.2024 0.94% 1.06 CHF 1.07 CHF 250'000 100'000 250'000 100'000 263'384 CHF 106'354 CHF 99.16% 99.16%
12.11.2024 0.97% 1.04 CHF 1.05 CHF 250'000 100'000 250'000 100'000 257'544 CHF 104'018 CHF 99.16% 99.16%
11.11.2024 0.98% 1.02 CHF 1.03 CHF 250'000 100'000 250'000 100'000 253'814 CHF 102'526 CHF 99.17% 99.17%
08.11.2024 0.98% 1.03 CHF 1.04 CHF 250'000 100'000 250'000 100'000 254'595 CHF 102'838 CHF 99.16% 99.16%
07.11.2024 1.00% 1.00 CHF 1.01 CHF 250'000 100'000 250'000 100'000 249'208 CHF 100'683 CHF 97.98% 97.98%

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