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 0.72% 1.36 CHF 1.37 CHF 250'000 100'000 250'000 100'000 345'715 CHF 139'286 CHF 99.16% 99.16%
19.11.2024 0.76% 1.43 CHF 1.44 CHF 250'000 100'000 250'000 100'000 329'801 CHF 132'920 CHF 96.92% 96.92%
18.11.2024 0.86% 1.14 CHF 1.15 CHF 250'000 100'000 250'000 100'000 290'265 CHF 117'106 CHF 99.22% 99.22%
15.11.2024 0.87% 1.16 CHF 1.17 CHF 250'000 100'000 250'000 100'000 285'721 CHF 115'288 CHF 99.17% 99.17%
14.11.2024 0.91% 1.07 CHF 1.08 CHF 250'000 100'000 250'000 100'000 273'086 CHF 110'234 CHF 99.15% 99.15%
13.11.2024 0.87% 1.11 CHF 1.12 CHF 250'000 100'000 250'000 100'000 287'857 CHF 116'143 CHF 99.16% 99.16%
12.11.2024 1.01% 1.03 CHF 1.04 CHF 250'000 100'000 250'000 100'000 246'256 CHF 99'502 CHF 99.16% 99.16%
11.11.2024 1.12% 0.94 CHF 0.95 CHF 250'000 100'000 250'000 100'000 222'082 CHF 89'833 CHF 99.17% 99.17%
08.11.2024 1.01% 0.97 CHF 0.98 CHF 250'000 100'000 250'000 100'000 247'064 CHF 99'826 CHF 99.17% 99.17%
07.11.2024 1.04% 1.01 CHF 1.02 CHF 250'000 100'000 250'000 100'000 239'142 CHF 96'657 CHF 97.97% 97.97%

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