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 0.95% 1.08 CHF 1.09 CHF 250'000 100'000 250'000 100'000 261'998 CHF 105'799 CHF 99.17% 99.17%
19.11.2024 0.92% 1.08 CHF 1.09 CHF 250'000 100'000 250'000 100'000 271'562 CHF 109'625 CHF 99.17% 99.17%
18.11.2024 0.94% 1.05 CHF 1.06 CHF 250'000 100'000 250'000 100'000 264'380 CHF 106'752 CHF 99.23% 99.23%
15.11.2024 0.93% 1.11 CHF 1.12 CHF 250'000 100'000 250'000 100'000 268'212 CHF 108'285 CHF 99.17% 99.17%
14.11.2024 0.96% 1.04 CHF 1.05 CHF 250'000 100'000 250'000 100'000 259'645 CHF 104'858 CHF 99.13% 99.13%
13.11.2024 0.95% 1.07 CHF 1.08 CHF 250'000 100'000 250'000 100'000 262'267 CHF 105'907 CHF 99.17% 99.17%
12.11.2024 1.00% 1.01 CHF 1.02 CHF 250'000 100'000 250'000 100'000 247'859 CHF 100'144 CHF 99.17% 99.17%
11.11.2024 1.06% 0.94 CHF 0.95 CHF 250'000 100'000 250'000 100'000 235'654 CHF 95'262 CHF 99.17% 99.17%
08.11.2024 0.99% 1.00 CHF 1.01 CHF 250'000 100'000 250'000 100'000 251'014 CHF 101'406 CHF 99.17% 99.17%
07.11.2024 1.00% 1.03 CHF 1.04 CHF 250'000 100'000 250'000 100'000 249'934 CHF 100'974 CHF 98.00% 98.00%

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