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 0.78% 1.27 CHF 1.28 CHF 500'000 100'000 500'000 100'000 641'641 CHF 129'328 CHF 99.27% 99.27%
19.11.2024 0.79% 1.26 CHF 1.27 CHF 500'000 100'000 500'000 100'000 630'929 CHF 127'186 CHF 99.27% 99.27%
18.11.2024 0.79% 1.26 CHF 1.27 CHF 500'000 100'000 500'000 100'000 628'174 CHF 126'635 CHF 99.27% 99.27%
15.11.2024 0.81% 1.23 CHF 1.24 CHF 500'000 100'000 500'000 100'000 612'435 CHF 123'487 CHF 99.27% 99.27%
14.11.2024 0.84% 1.21 CHF 1.22 CHF 500'000 100'000 500'000 100'000 594'725 CHF 119'945 CHF 99.27% 99.27%
13.11.2024 0.84% 1.19 CHF 1.20 CHF 500'000 100'000 500'000 100'000 593'869 CHF 119'774 CHF 99.27% 99.27%
12.11.2024 0.82% 1.20 CHF 1.21 CHF 500'000 100'000 500'000 100'000 605'534 CHF 122'107 CHF 99.25% 99.25%
11.11.2024 0.80% 1.24 CHF 1.25 CHF 500'000 100'000 500'000 100'000 622'006 CHF 125'401 CHF 99.27% 99.27%
08.11.2024 0.82% 1.22 CHF 1.23 CHF 500'000 100'000 500'000 100'000 604'654 CHF 121'931 CHF 99.26% 99.26%
07.11.2024 0.79% 1.26 CHF 1.27 CHF 500'000 100'000 500'000 100'000 630'000 CHF 127'000 CHF 1.12% 1.12%

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