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 0.94% 1.08 CHF 1.09 CHF 300'000 100'000 300'000 100'000 319'317 CHF 107'439 CHF 98.36% 98.36%
19.11.2024 0.92% 1.07 CHF 1.08 CHF 300'000 100'000 300'000 100'000 326'295 CHF 109'765 CHF 97.50% 97.50%
18.11.2024 0.95% 1.06 CHF 1.07 CHF 300'000 100'000 300'000 100'000 314'302 CHF 105'767 CHF 96.26% 96.26%
15.11.2024 0.96% 1.03 CHF 1.04 CHF 300'000 100'000 300'000 100'000 311'864 CHF 104'955 CHF 98.88% 98.88%
14.11.2024 0.92% 1.08 CHF 1.09 CHF 300'000 100'000 300'000 100'000 325'178 CHF 109'393 CHF 96.89% 96.89%
13.11.2024 0.92% 1.10 CHF 1.11 CHF 300'000 100'000 300'000 100'000 323'095 CHF 108'698 CHF 94.45% 94.45%
12.11.2024 0.94% 1.07 CHF 1.08 CHF 300'000 100'000 300'000 100'000 316'057 CHF 106'352 CHF 94.65% 94.65%
11.11.2024 0.95% 1.04 CHF 1.05 CHF 300'000 100'000 300'000 100'000 315'657 CHF 106'219 CHF 96.44% 96.44%
08.11.2024 0.94% 1.06 CHF 1.07 CHF 300'000 100'000 300'000 100'000 316'607 CHF 106'536 CHF 92.07% 92.07%
07.11.2024 0.93% 1.07 CHF 1.08 CHF 300'000 100'000 300'000 100'000 321'847 CHF 108'282 CHF 97.60% 97.60%

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