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
22.11.2024 0.81% 1.27 CHF 1.28 CHF 300'000 50'000 300'000 50'000 368'091 CHF 61'849 CHF 99.16% 99.16%
20.11.2024 0.91% 1.11 CHF 1.12 CHF 300'000 50'000 300'000 50'000 327'626 CHF 55'104 CHF 99.17% 99.17%
19.11.2024 0.86% 1.05 CHF 1.06 CHF 300'000 50'000 300'000 50'000 349'679 CHF 58'780 CHF 96.62% 96.62%
18.11.2024 0.75% 1.35 CHF 1.36 CHF 300'000 50'000 300'000 89'142 397'905 CHF 118'955 CHF 99.22% 99.22%
15.11.2024 0.75% 1.31 CHF 1.32 CHF 300'000 100'000 300'000 100'000 398'474 CHF 133'825 CHF 99.17% 99.17%
14.11.2024 0.72% 1.40 CHF 1.41 CHF 300'000 100'000 300'000 100'000 414'204 CHF 139'068 CHF 99.15% 99.15%
13.11.2024 0.75% 1.37 CHF 1.38 CHF 300'000 100'000 300'000 100'000 398'062 CHF 133'687 CHF 99.16% 99.16%
12.11.2024 0.67% 1.45 CHF 1.46 CHF 300'000 100'000 300'000 100'000 446'497 CHF 149'832 CHF 99.16% 99.16%
11.11.2024 0.63% 1.54 CHF 1.55 CHF 300'000 100'000 300'000 100'000 475'329 CHF 159'443 CHF 99.16% 99.16%
08.11.2024 0.67% 1.51 CHF 1.52 CHF 300'000 100'000 300'000 100'000 446'648 CHF 149'883 CHF 99.17% 99.17%

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