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 0.95% 1.06 CHF 1.07 CHF 300'000 100'000 300'000 100'000 315'139 CHF 106'046 CHF 99.38% 99.38%
19.11.2024 0.97% 1.06 CHF 1.07 CHF 300'000 100'000 300'000 100'000 308'572 CHF 103'857 CHF 99.38% 99.38%
18.11.2024 0.96% 1.03 CHF 1.04 CHF 300'000 100'000 300'000 100'000 311'246 CHF 104'749 CHF 97.18% 97.18%
15.11.2024 0.93% 1.06 CHF 1.07 CHF 300'000 100'000 300'000 100'000 320'519 CHF 107'840 CHF 99.38% 99.38%
14.11.2024 0.95% 1.07 CHF 1.08 CHF 300'000 100'000 300'000 100'000 314'767 CHF 105'922 CHF 99.37% 99.37%
13.11.2024 0.95% 1.06 CHF 1.07 CHF 300'000 100'000 300'000 100'000 315'560 CHF 106'187 CHF 96.90% 96.90%
12.11.2024 0.98% 1.04 CHF 1.05 CHF 300'000 100'000 300'000 100'000 303'329 CHF 102'110 CHF 96.92% 96.92%
11.11.2024 1.00% 1.00 CHF 1.01 CHF 300'000 100'000 300'000 100'000 298'288 CHF 100'429 CHF 98.25% 98.25%
08.11.2024 1.03% 0.98 CHF 0.99 CHF 300'000 100'000 300'000 100'000 290'717 CHF 97'906 CHF 99.27% 99.27%
07.11.2024 1.05% 0.96 CHF 0.97 CHF 300'000 100'000 300'000 100'000 284'491 CHF 95'830 CHF 98.71% 98.71%

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