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% 1.11 CHF 1.12 CHF 300'000 100'000 300'000 100'000 344'592 CHF 115'864 CHF 99.37% 99.37%
19.11.2024 0.85% 1.16 CHF 1.17 CHF 300'000 100'000 300'000 100'000 351'646 CHF 118'215 CHF 99.38% 99.38%
18.11.2024 0.79% 1.24 CHF 1.25 CHF 300'000 100'000 300'000 100'000 378'360 CHF 127'120 CHF 97.53% 97.53%
15.11.2024 0.77% 1.31 CHF 1.32 CHF 300'000 100'000 300'000 100'000 386'140 CHF 129'713 CHF 99.38% 99.38%
14.11.2024 0.75% 1.28 CHF 1.29 CHF 300'000 100'000 300'000 100'000 400'969 CHF 134'656 CHF 99.37% 99.37%
13.11.2024 0.80% 1.29 CHF 1.30 CHF 300'000 100'000 300'000 100'000 372'491 CHF 125'164 CHF 96.86% 96.86%
12.11.2024 0.80% 1.24 CHF 1.25 CHF 300'000 100'000 300'000 100'000 373'079 CHF 125'360 CHF 96.84% 96.84%
11.11.2024 0.91% 1.18 CHF 1.19 CHF 300'000 100'000 300'000 100'000 327'880 CHF 110'293 CHF 99.34% 99.34%
08.11.2024 0.96% 1.03 CHF 1.04 CHF 300'000 100'000 300'000 100'000 309'659 CHF 104'220 CHF 99.27% 99.27%
07.11.2024 0.98% 1.00 CHF 1.01 CHF 300'000 100'000 300'000 100'000 306'127 CHF 103'042 CHF 98.70% 98.70%

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