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 0.73% 1.33 CHF 1.34 CHF 100'000 100'000 100'000 100'000 136'136 CHF 137'136 CHF 99.49% 99.49%
19.11.2024 0.74% 1.36 CHF 1.37 CHF 100'000 100'000 100'000 100'000 133'977 CHF 134'977 CHF 98.86% 98.86%
18.11.2024 0.71% 1.36 CHF 1.37 CHF 100'000 100'000 100'000 100'000 139'902 CHF 140'902 CHF 98.95% 98.95%
15.11.2024 0.64% 1.38 CHF 1.39 CHF 100'000 100'000 100'000 100'000 156'063 CHF 157'063 CHF 99.49% 99.49%
14.11.2024 0.60% 1.62 CHF 1.63 CHF 100'000 100'000 100'000 100'000 165'202 CHF 166'202 CHF 99.49% 99.49%
13.11.2024 0.63% 1.67 CHF 1.68 CHF 100'000 100'000 100'000 100'000 159'063 CHF 160'063 CHF 99.27% 99.27%
12.11.2024 0.70% 1.56 CHF 1.57 CHF 100'000 100'000 100'000 100'000 142'528 CHF 143'528 CHF 98.95% 98.95%
11.11.2024 0.75% 1.40 CHF 1.41 CHF 100'000 100'000 100'000 100'000 132'959 CHF 133'959 CHF 99.32% 99.32%
08.11.2024 0.74% 1.32 CHF 1.33 CHF 100'000 100'000 100'000 100'000 135'188 CHF 136'188 CHF 99.43% 99.43%
07.11.2024 0.71% 1.34 CHF 1.35 CHF 100'000 100'000 100'000 100'000 139'712 CHF 140'712 CHF 99.34% 99.34%

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