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% 1.15 CHF 1.16 CHF 600'000 200'000 600'000 200'000 690'592 CHF 232'197 CHF 99.38% 99.38%
19.11.2024 0.93% 1.07 CHF 1.08 CHF 600'000 200'000 600'000 200'000 642'850 CHF 216'283 CHF 99.37% 99.37%
18.11.2024 0.86% 1.17 CHF 1.18 CHF 600'000 200'000 600'000 200'000 698'357 CHF 234'786 CHF 99.26% 99.26%
15.11.2024 0.82% 1.19 CHF 1.20 CHF 600'000 200'000 600'000 200'000 729'429 CHF 245'143 CHF 99.38% 99.38%
14.11.2024 0.84% 1.26 CHF 1.27 CHF 600'000 200'000 600'000 200'000 714'581 CHF 240'194 CHF 99.37% 99.37%
13.11.2024 0.92% 1.13 CHF 1.14 CHF 600'000 200'000 600'000 200'000 651'873 CHF 219'291 CHF 99.38% 99.38%
12.11.2024 0.78% 1.21 CHF 1.22 CHF 600'000 200'000 600'000 200'000 762'833 CHF 256'278 CHF 99.37% 99.37%
11.11.2024 0.76% 1.32 CHF 1.33 CHF 600'000 200'000 600'000 200'000 786'249 CHF 264'083 CHF 99.37% 99.37%
08.11.2024 0.81% 1.22 CHF 1.23 CHF 600'000 200'000 600'000 200'000 737'207 CHF 247'736 CHF 99.37% 99.37%
07.11.2024 0.79% 1.27 CHF 1.28 CHF 600'000 200'000 600'000 200'000 760'748 CHF 255'583 CHF 98.36% 98.36%

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