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 0.69% 1.43 CHF 1.44 CHF 750'000 250'000 750'000 250'000 1'089'890 CHF 365'797 CHF 99.38% 99.38%
19.11.2024 0.70% 1.38 CHF 1.39 CHF 750'000 250'000 750'000 250'000 1'060'580 CHF 356'027 CHF 99.37% 99.37%
18.11.2024 0.77% 1.35 CHF 1.36 CHF 750'000 250'000 750'000 250'000 969'054 CHF 325'518 CHF 99.25% 99.25%
15.11.2024 0.87% 1.17 CHF 1.18 CHF 750'000 250'000 750'000 250'000 860'780 CHF 289'426 CHF 99.37% 99.37%
14.11.2024 0.96% 1.13 CHF 1.14 CHF 750'000 250'000 763'386 254'462 796'803 CHF 268'146 CHF 99.37% 99.37%
13.11.2024 0.90% 1.11 CHF 1.12 CHF 750'000 250'000 750'000 250'000 826'309 CHF 277'936 CHF 99.37% 99.37%
12.11.2024 0.88% 1.06 CHF 1.07 CHF 750'000 250'000 750'000 250'000 852'528 CHF 286'676 CHF 99.37% 99.37%
11.11.2024 0.79% 1.23 CHF 1.24 CHF 750'000 250'000 750'000 250'000 944'100 CHF 317'200 CHF 99.37% 99.37%
08.11.2024 1.05% 0.94 CHF 0.95 CHF 750'000 250'000 779'778 259'926 737'082 CHF 248'293 CHF 99.37% 99.37%
07.11.2024 0.98% 1.02 CHF 1.03 CHF 750'000 250'000 768'540 256'180 783'058 CHF 263'581 CHF 98.38% 98.38%

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