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 0.96% 0.98 CHF 0.99 CHF 500'000 100'000 500'000 100'000 518'179 CHF 104'636 CHF 99.27% 99.27%
19.11.2024 0.95% 1.06 CHF 1.07 CHF 500'000 100'000 500'000 100'000 522'564 CHF 105'513 CHF 99.27% 99.27%
18.11.2024 0.94% 1.08 CHF 1.09 CHF 500'000 100'000 500'000 100'000 528'216 CHF 106'643 CHF 99.27% 99.27%
15.11.2024 0.84% 1.13 CHF 1.14 CHF 500'000 100'000 500'000 100'000 593'315 CHF 119'663 CHF 99.27% 99.27%
14.11.2024 0.79% 1.26 CHF 1.27 CHF 500'000 100'000 500'000 100'000 628'973 CHF 126'795 CHF 99.27% 99.27%
13.11.2024 0.83% 1.19 CHF 1.20 CHF 500'000 100'000 500'000 100'000 596'434 CHF 120'287 CHF 99.27% 99.27%
12.11.2024 0.78% 1.24 CHF 1.25 CHF 500'000 100'000 500'000 100'000 635'325 CHF 128'065 CHF 99.25% 99.25%
11.11.2024 0.76% 1.30 CHF 1.31 CHF 500'000 100'000 500'000 100'000 655'889 CHF 132'178 CHF 99.27% 99.27%
08.11.2024 0.79% 1.27 CHF 1.28 CHF 500'000 100'000 500'000 100'000 629'779 CHF 126'956 CHF 99.25% 99.25%
07.11.2024 0.81% 1.24 CHF 1.25 CHF 500'000 100'000 500'000 100'000 617'841 CHF 124'568 CHF 1.12% 1.12%

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