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 0.93% 1.09 CHF 1.10 CHF 250'000 100'000 250'000 100'000 267'275 CHF 107'910 CHF 99.17% 99.17%
19.11.2024 0.92% 1.06 CHF 1.07 CHF 250'000 100'000 250'000 100'000 269'070 CHF 108'628 CHF 99.17% 99.17%
18.11.2024 0.96% 1.05 CHF 1.06 CHF 250'000 100'000 250'000 100'000 258'417 CHF 104'367 CHF 99.23% 99.23%
15.11.2024 1.00% 1.00 CHF 1.01 CHF 250'000 100'000 250'000 100'000 248'615 CHF 100'446 CHF 99.17% 99.17%
14.11.2024 0.96% 0.99 CHF 1.00 CHF 250'000 100'000 250'000 100'000 258'078 CHF 104'231 CHF 99.16% 99.16%
13.11.2024 0.95% 1.06 CHF 1.07 CHF 250'000 100'000 250'000 100'000 262'356 CHF 105'942 CHF 99.17% 99.17%
12.11.2024 0.97% 1.06 CHF 1.07 CHF 250'000 100'000 250'000 100'000 256'744 CHF 103'697 CHF 99.17% 99.17%
11.11.2024 1.06% 0.97 CHF 0.98 CHF 250'000 100'000 250'000 100'000 234'526 CHF 94'811 CHF 99.17% 99.17%
08.11.2024 1.07% 0.96 CHF 0.97 CHF 250'000 100'000 250'000 100'000 233'296 CHF 94'319 CHF 99.17% 99.17%
07.11.2024 1.22% 0.84 CHF 0.85 CHF 250'000 100'000 250'000 100'000 203'381 CHF 82'352 CHF 98.00% 98.00%

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