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 0.93% 1.04 CHF 1.05 CHF 750'000 150'000 750'000 150'000 799'138 CHF 161'327 CHF 99.37% 99.37%
19.11.2024 0.96% 1.03 CHF 1.04 CHF 750'000 150'000 750'000 150'000 777'526 CHF 157'005 CHF 99.37% 99.37%
18.11.2024 0.97% 1.04 CHF 1.05 CHF 750'000 150'000 750'000 150'000 770'931 CHF 155'686 CHF 99.25% 99.25%
15.11.2024 1.01% 1.00 CHF 1.01 CHF 750'000 150'000 750'000 150'000 738'604 CHF 149'221 CHF 99.38% 99.38%
14.11.2024 1.06% 0.97 CHF 0.98 CHF 750'000 150'000 750'000 150'000 705'315 CHF 142'563 CHF 99.36% 99.36%
13.11.2024 1.06% 0.94 CHF 0.95 CHF 750'000 150'000 750'000 150'000 703'323 CHF 142'165 CHF 99.37% 99.37%
12.11.2024 1.03% 0.96 CHF 0.97 CHF 750'000 150'000 750'000 150'000 727'285 CHF 146'957 CHF 99.37% 99.37%
11.11.2024 0.99% 1.01 CHF 1.02 CHF 750'000 150'000 750'000 150'000 757'337 CHF 152'967 CHF 99.37% 99.37%
08.11.2024 1.03% 0.98 CHF 0.99 CHF 750'000 150'000 750'000 150'000 724'146 CHF 146'329 CHF 99.36% 99.36%
07.11.2024 1.00% 0.98 CHF 0.99 CHF 750'000 150'000 750'000 150'000 745'399 CHF 150'580 CHF 98.37% 98.37%

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