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 0.83% 1.23 CHF 1.24 CHF 300'000 100'000 300'000 100'000 360'947 CHF 121'316 CHF 99.44% 99.44%
19.11.2024 0.81% 1.21 CHF 1.22 CHF 300'000 100'000 300'000 100'000 367'022 CHF 123'341 CHF 99.44% 99.44%
18.11.2024 0.81% 1.22 CHF 1.23 CHF 300'000 100'000 300'000 100'000 366'819 CHF 123'273 CHF 97.65% 97.65%
15.11.2024 0.86% 1.21 CHF 1.22 CHF 300'000 100'000 300'000 100'000 347'831 CHF 116'944 CHF 99.45% 99.45%
14.11.2024 0.93% 1.08 CHF 1.09 CHF 300'000 100'000 300'000 100'000 320'050 CHF 107'683 CHF 99.44% 99.44%
13.11.2024 0.91% 1.10 CHF 1.11 CHF 300'000 100'000 300'000 100'000 329'781 CHF 110'927 CHF 96.93% 96.93%
12.11.2024 0.91% 1.11 CHF 1.12 CHF 300'000 100'000 300'000 100'000 328'873 CHF 110'624 CHF 96.87% 96.87%
11.11.2024 0.95% 1.08 CHF 1.09 CHF 300'000 100'000 300'000 100'000 315'976 CHF 106'325 CHF 99.44% 99.44%
08.11.2024 0.98% 1.04 CHF 1.05 CHF 300'000 100'000 300'000 100'000 303'706 CHF 102'235 CHF 99.28% 99.28%
07.11.2024 0.98% 1.01 CHF 1.02 CHF 300'000 100'000 300'000 100'000 305'264 CHF 102'755 CHF 98.70% 98.70%

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