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 0.92% 1.08 CHF 1.09 CHF 600'000 200'000 600'000 200'000 646'360 CHF 217'453 CHF 99.37% 99.37%
19.11.2024 0.91% 1.07 CHF 1.08 CHF 600'000 200'000 600'000 200'000 656'599 CHF 220'866 CHF 99.07% 99.07%
18.11.2024 0.91% 1.09 CHF 1.10 CHF 600'000 200'000 600'000 200'000 656'869 CHF 220'956 CHF 96.83% 96.83%
15.11.2024 0.89% 1.12 CHF 1.13 CHF 600'000 200'000 600'000 200'000 668'290 CHF 224'763 CHF 99.37% 99.37%
14.11.2024 0.88% 1.13 CHF 1.14 CHF 600'000 200'000 600'000 200'000 678'438 CHF 228'146 CHF 99.37% 99.37%
13.11.2024 0.91% 1.08 CHF 1.09 CHF 600'000 200'000 600'000 200'000 654'122 CHF 220'041 CHF 96.89% 96.89%
12.11.2024 0.91% 1.08 CHF 1.09 CHF 600'000 200'000 600'000 200'000 655'121 CHF 220'374 CHF 96.82% 96.82%
11.11.2024 0.90% 1.09 CHF 1.10 CHF 600'000 200'000 600'000 200'000 662'975 CHF 222'992 CHF 98.74% 98.74%
08.11.2024 0.91% 1.08 CHF 1.09 CHF 600'000 200'000 600'000 200'000 655'352 CHF 220'451 CHF 93.15% 93.15%
07.11.2024 0.90% 1.08 CHF 1.09 CHF 600'000 200'000 600'000 200'000 661'891 CHF 222'630 CHF 98.69% 98.69%

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