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 0.86% 1.15 CHF 1.16 CHF 300'000 100'000 300'000 100'000 348'209 CHF 117'070 CHF 97.80% 97.80%
19.11.2024 0.84% 1.19 CHF 1.20 CHF 300'000 100'000 300'000 100'000 356'649 CHF 119'883 CHF 93.00% 93.00%
18.11.2024 0.81% 1.20 CHF 1.21 CHF 300'000 100'000 300'000 100'000 368'178 CHF 123'726 CHF 93.76% 93.76%
15.11.2024 0.82% 1.27 CHF 1.28 CHF 300'000 100'000 300'000 100'000 366'553 CHF 123'184 CHF 96.44% 96.44%
14.11.2024 0.82% 1.23 CHF 1.24 CHF 300'000 100'000 300'000 100'000 364'387 CHF 122'462 CHF 97.73% 97.73%
13.11.2024 0.81% 1.22 CHF 1.23 CHF 300'000 100'000 300'000 100'000 368'411 CHF 123'804 CHF 94.88% 94.88%
12.11.2024 0.79% 1.25 CHF 1.26 CHF 300'000 100'000 300'000 100'000 379'885 CHF 127'628 CHF 96.42% 96.42%
11.11.2024 0.77% 1.28 CHF 1.29 CHF 300'000 100'000 300'000 100'000 385'856 CHF 129'619 CHF 96.36% 96.36%
08.11.2024 0.75% 1.33 CHF 1.34 CHF 300'000 100'000 300'000 100'000 399'543 CHF 134'181 CHF 92.12% 92.12%
07.11.2024 0.73% 1.32 CHF 1.33 CHF 300'000 100'000 300'000 100'000 406'874 CHF 136'625 CHF 98.20% 98.20%

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