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% 1.16 CHF 1.17 CHF 100'000 100'000 100'000 100'000 114'758 CHF 115'758 CHF 99.39% 99.39%
19.11.2024 0.82% 1.22 CHF 1.23 CHF 100'000 100'000 100'000 100'000 120'807 CHF 121'807 CHF 99.27% 99.27%
18.11.2024 0.84% 1.21 CHF 1.22 CHF 100'000 100'000 100'000 100'000 118'403 CHF 119'403 CHF 99.28% 99.28%
15.11.2024 0.92% 1.15 CHF 1.16 CHF 100'000 100'000 100'000 100'000 107'679 CHF 108'679 CHF 99.39% 99.39%
14.11.2024 0.89% 1.08 CHF 1.09 CHF 100'000 100'000 100'000 100'000 112'204 CHF 113'204 CHF 99.39% 99.39%
13.11.2024 0.91% 1.09 CHF 1.10 CHF 100'000 100'000 100'000 100'000 109'627 CHF 110'627 CHF 99.38% 99.38%
12.11.2024 0.89% 1.13 CHF 1.14 CHF 100'000 100'000 100'000 100'000 111'740 CHF 112'740 CHF 99.10% 99.10%
11.11.2024 0.92% 1.07 CHF 1.08 CHF 100'000 100'000 100'000 100'000 108'390 CHF 109'390 CHF 99.31% 99.31%
08.11.2024 0.82% 1.16 CHF 1.17 CHF 100'000 100'000 100'000 100'000 121'344 CHF 122'344 CHF 99.39% 99.39%
07.11.2024 0.90% 1.15 CHF 1.16 CHF 100'000 100'000 100'000 100'000 111'086 CHF 112'086 CHF 99.29% 99.29%

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