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 0.74% 1.30 CHF 1.31 CHF 300'000 100'000 300'000 100'000 401'365 CHF 134'788 CHF 99.38% 99.38%
19.11.2024 0.73% 1.35 CHF 1.36 CHF 300'000 100'000 300'000 100'000 408'206 CHF 137'069 CHF 99.38% 99.38%
18.11.2024 0.69% 1.42 CHF 1.43 CHF 300'000 100'000 300'000 100'000 435'229 CHF 146'076 CHF 97.06% 97.06%
15.11.2024 0.67% 1.50 CHF 1.51 CHF 300'000 100'000 300'000 100'000 443'088 CHF 148'696 CHF 99.38% 99.38%
14.11.2024 0.65% 1.47 CHF 1.48 CHF 300'000 100'000 300'000 100'000 458'018 CHF 153'673 CHF 99.37% 99.37%
13.11.2024 0.70% 1.48 CHF 1.49 CHF 300'000 100'000 300'000 100'000 429'164 CHF 144'055 CHF 97.02% 97.02%
12.11.2024 0.70% 1.43 CHF 1.44 CHF 300'000 100'000 300'000 100'000 429'639 CHF 144'213 CHF 96.81% 96.81%
11.11.2024 0.78% 1.37 CHF 1.38 CHF 300'000 100'000 300'000 100'000 384'199 CHF 129'066 CHF 99.34% 99.34%
08.11.2024 0.82% 1.21 CHF 1.22 CHF 300'000 100'000 300'000 100'000 365'683 CHF 122'894 CHF 99.27% 99.27%
07.11.2024 0.83% 1.18 CHF 1.19 CHF 300'000 100'000 300'000 100'000 362'079 CHF 121'693 CHF 98.69% 98.69%

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