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 0.82% 1.24 CHF 1.25 CHF 250'000 100'000 250'000 100'000 303'865 CHF 122'546 CHF 99.16% 99.16%
19.11.2024 0.80% 1.23 CHF 1.24 CHF 250'000 100'000 250'000 100'000 310'444 CHF 125'178 CHF 99.16% 99.16%
18.11.2024 0.80% 1.23 CHF 1.24 CHF 250'000 100'000 250'000 100'000 310'065 CHF 125'026 CHF 99.22% 99.22%
15.11.2024 0.82% 1.23 CHF 1.24 CHF 250'000 100'000 250'000 100'000 303'348 CHF 122'339 CHF 99.16% 99.16%
14.11.2024 0.83% 1.17 CHF 1.18 CHF 250'000 100'000 250'000 100'000 300'234 CHF 121'094 CHF 99.15% 99.15%
13.11.2024 0.79% 1.25 CHF 1.26 CHF 250'000 100'000 250'000 100'000 313'734 CHF 126'494 CHF 99.17% 99.17%
12.11.2024 0.82% 1.23 CHF 1.24 CHF 250'000 100'000 250'000 100'000 303'006 CHF 122'203 CHF 99.17% 99.17%
11.11.2024 0.87% 1.15 CHF 1.16 CHF 250'000 100'000 250'000 100'000 285'252 CHF 115'101 CHF 99.17% 99.17%
08.11.2024 0.86% 1.18 CHF 1.19 CHF 250'000 100'000 250'000 100'000 290'477 CHF 117'191 CHF 99.17% 99.17%
07.11.2024 0.91% 1.12 CHF 1.13 CHF 250'000 100'000 250'000 100'000 274'749 CHF 110'899 CHF 98.04% 98.04%

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