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 0.83% 1.17 CHF 1.18 CHF 300'000 100'000 300'000 100'000 358'920 CHF 120'640 CHF 99.44% 99.44%
19.11.2024 0.83% 1.19 CHF 1.20 CHF 300'000 100'000 300'000 100'000 360'141 CHF 121'047 CHF 98.95% 98.95%
18.11.2024 0.83% 1.19 CHF 1.20 CHF 300'000 100'000 300'000 100'000 358'500 CHF 120'500 CHF 97.61% 97.61%
15.11.2024 0.83% 1.19 CHF 1.20 CHF 300'000 100'000 300'000 100'000 362'144 CHF 121'715 CHF 99.44% 99.44%
14.11.2024 0.75% 1.35 CHF 1.36 CHF 300'000 100'000 300'000 100'000 397'033 CHF 133'344 CHF 99.44% 99.44%
13.11.2024 0.74% 1.33 CHF 1.34 CHF 300'000 100'000 300'000 100'000 402'247 CHF 135'082 CHF 96.92% 96.92%
12.11.2024 0.72% 1.37 CHF 1.38 CHF 300'000 100'000 300'000 100'000 412'974 CHF 138'658 CHF 96.92% 96.92%
11.11.2024 0.70% 1.41 CHF 1.42 CHF 300'000 100'000 300'000 100'000 426'591 CHF 143'197 CHF 98.87% 98.87%
08.11.2024 0.70% 1.42 CHF 1.43 CHF 300'000 100'000 300'000 100'000 428'304 CHF 143'768 CHF 93.36% 93.36%
07.11.2024 0.71% 1.41 CHF 1.42 CHF 300'000 100'000 300'000 100'000 423'778 CHF 142'259 CHF 98.69% 98.69%

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