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 0.84% 1.17 CHF 1.18 CHF 500'000 100'000 500'000 100'000 590'936 CHF 119'187 CHF 99.27% 99.27%
19.11.2024 0.87% 1.15 CHF 1.16 CHF 500'000 100'000 500'000 100'000 570'330 CHF 115'066 CHF 99.27% 99.27%
18.11.2024 0.86% 1.16 CHF 1.17 CHF 500'000 100'000 500'000 100'000 576'042 CHF 116'208 CHF 99.27% 99.27%
15.11.2024 0.85% 1.16 CHF 1.17 CHF 500'000 100'000 500'000 100'000 587'205 CHF 118'441 CHF 99.27% 99.27%
14.11.2024 0.85% 1.17 CHF 1.18 CHF 500'000 100'000 500'000 100'000 582'974 CHF 117'595 CHF 99.27% 99.27%
13.11.2024 0.86% 1.14 CHF 1.15 CHF 500'000 100'000 500'000 100'000 579'503 CHF 116'901 CHF 99.27% 99.27%
12.11.2024 0.85% 1.15 CHF 1.16 CHF 500'000 100'000 500'000 100'000 588'249 CHF 118'650 CHF 99.25% 99.25%
11.11.2024 0.82% 1.22 CHF 1.23 CHF 500'000 100'000 500'000 100'000 606'963 CHF 122'393 CHF 99.27% 99.27%
08.11.2024 0.83% 1.22 CHF 1.23 CHF 500'000 100'000 500'000 100'000 603'568 CHF 121'714 CHF 99.25% 99.25%
07.11.2024 0.84% 1.19 CHF 1.20 CHF 500'000 100'000 500'000 100'000 595'000 CHF 120'000 CHF 1.12% 1.12%

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