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 0.87% 1.12 CHF 1.13 CHF 500'000 100'000 500'000 100'000 575'113 CHF 116'023 CHF 99.27% 99.27%
19.11.2024 0.86% 1.16 CHF 1.17 CHF 500'000 100'000 500'000 100'000 577'517 CHF 116'503 CHF 99.27% 99.27%
18.11.2024 0.88% 1.14 CHF 1.15 CHF 500'000 100'000 500'000 100'000 565'794 CHF 114'159 CHF 99.27% 99.27%
15.11.2024 0.90% 1.10 CHF 1.11 CHF 500'000 100'000 500'000 100'000 550'372 CHF 111'074 CHF 99.27% 99.27%
14.11.2024 0.90% 1.13 CHF 1.14 CHF 500'000 100'000 500'000 100'000 554'954 CHF 111'991 CHF 99.27% 99.27%
13.11.2024 0.90% 1.10 CHF 1.11 CHF 500'000 100'000 500'000 100'000 551'006 CHF 111'201 CHF 99.27% 99.27%
12.11.2024 0.85% 1.16 CHF 1.17 CHF 500'000 100'000 500'000 100'000 583'774 CHF 117'755 CHF 99.25% 99.25%
11.11.2024 0.81% 1.22 CHF 1.23 CHF 500'000 100'000 500'000 100'000 616'064 CHF 124'213 CHF 99.27% 99.27%
08.11.2024 0.81% 1.23 CHF 1.24 CHF 500'000 100'000 500'000 100'000 618'599 CHF 124'720 CHF 99.26% 99.26%
07.11.2024 0.79% 1.26 CHF 1.27 CHF 500'000 100'000 500'000 100'000 632'234 CHF 127'447 CHF 1.12% 1.12%

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