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 0.88% 1.16 CHF 1.17 CHF 250'000 100'000 250'000 100'000 282'617 CHF 114'047 CHF 99.17% 99.17%
19.11.2024 0.85% 1.16 CHF 1.17 CHF 250'000 100'000 250'000 100'000 292'731 CHF 118'092 CHF 99.17% 99.17%
18.11.2024 0.87% 1.13 CHF 1.14 CHF 250'000 100'000 250'000 100'000 285'006 CHF 115'003 CHF 99.22% 99.22%
15.11.2024 0.86% 1.20 CHF 1.21 CHF 250'000 100'000 250'000 100'000 288'837 CHF 116'535 CHF 99.17% 99.17%
14.11.2024 0.89% 1.12 CHF 1.13 CHF 250'000 100'000 250'000 100'000 280'387 CHF 113'155 CHF 99.16% 99.16%
13.11.2024 0.88% 1.15 CHF 1.16 CHF 250'000 100'000 250'000 100'000 283'050 CHF 114'220 CHF 99.17% 99.17%
12.11.2024 0.93% 1.10 CHF 1.11 CHF 250'000 100'000 250'000 100'000 268'594 CHF 108'437 CHF 99.16% 99.16%
11.11.2024 0.97% 1.02 CHF 1.03 CHF 250'000 100'000 250'000 100'000 256'108 CHF 103'443 CHF 99.17% 99.17%
08.11.2024 0.92% 1.08 CHF 1.09 CHF 250'000 100'000 250'000 100'000 271'687 CHF 109'675 CHF 99.17% 99.17%
07.11.2024 0.92% 1.11 CHF 1.12 CHF 250'000 100'000 250'000 100'000 270'667 CHF 109'267 CHF 98.00% 98.00%

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