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 0.86% 1.16 CHF 1.17 CHF 500'000 100'000 500'000 100'000 576'862 CHF 116'372 CHF 99.27% 99.27%
19.11.2024 0.86% 1.16 CHF 1.17 CHF 500'000 100'000 500'000 100'000 580'914 CHF 117'183 CHF 99.27% 99.27%
18.11.2024 0.88% 1.14 CHF 1.15 CHF 500'000 100'000 500'000 100'000 568'456 CHF 114'691 CHF 99.27% 99.27%
15.11.2024 0.90% 1.12 CHF 1.13 CHF 500'000 100'000 500'000 100'000 552'017 CHF 111'403 CHF 99.27% 99.27%
14.11.2024 0.93% 1.08 CHF 1.09 CHF 500'000 100'000 500'000 100'000 536'043 CHF 108'209 CHF 99.27% 99.27%
13.11.2024 0.93% 1.06 CHF 1.07 CHF 500'000 100'000 500'000 100'000 536'226 CHF 108'245 CHF 99.27% 99.27%
12.11.2024 0.95% 1.05 CHF 1.06 CHF 500'000 100'000 500'000 100'000 524'214 CHF 105'843 CHF 99.25% 99.25%
11.11.2024 0.97% 1.03 CHF 1.04 CHF 500'000 100'000 500'000 100'000 513'586 CHF 103'717 CHF 99.27% 99.27%
08.11.2024 0.95% 1.05 CHF 1.06 CHF 500'000 100'000 500'000 100'000 525'568 CHF 106'114 CHF 99.25% 99.25%
07.11.2024 0.91% 1.09 CHF 1.10 CHF 500'000 100'000 500'000 100'000 545'000 CHF 110'000 CHF 1.12% 1.12%

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