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 0.69% 1.47 CHF 1.48 CHF 250'000 100'000 250'000 100'000 358'725 CHF 144'490 CHF 99.38% 99.38%
19.11.2024 0.69% 1.45 CHF 1.46 CHF 250'000 100'000 250'000 100'000 361'147 CHF 145'459 CHF 99.38% 99.38%
18.11.2024 0.72% 1.40 CHF 1.41 CHF 250'000 100'000 250'000 100'000 346'197 CHF 139'479 CHF 99.38% 99.38%
15.11.2024 0.75% 1.36 CHF 1.37 CHF 250'000 100'000 250'000 100'000 333'435 CHF 134'374 CHF 99.37% 99.37%
14.11.2024 0.80% 1.22 CHF 1.23 CHF 250'000 100'000 250'000 100'000 310'327 CHF 125'131 CHF 99.38% 99.38%
13.11.2024 0.84% 1.21 CHF 1.22 CHF 250'000 100'000 250'000 100'000 297'011 CHF 119'804 CHF 99.38% 99.38%
12.11.2024 0.83% 1.21 CHF 1.22 CHF 250'000 100'000 250'000 100'000 299'542 CHF 120'817 CHF 99.11% 99.11%
11.11.2024 0.87% 1.14 CHF 1.15 CHF 250'000 100'000 250'000 100'000 285'326 CHF 115'130 CHF 99.38% 99.38%
08.11.2024 0.84% 1.21 CHF 1.22 CHF 250'000 100'000 250'000 100'000 296'520 CHF 119'608 CHF 99.38% 99.38%
07.11.2024 0.87% 1.13 CHF 1.14 CHF 250'000 100'000 250'000 100'000 285'582 CHF 115'233 CHF 98.69% 98.69%

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