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% 1.08 CHF 1.09 CHF 300'000 100'000 300'000 100'000 314'001 CHF 105'667 CHF 99.44% 99.44%
19.11.2024 0.93% 1.05 CHF 1.06 CHF 300'000 100'000 300'000 100'000 320'179 CHF 107'726 CHF 99.44% 99.44%
18.11.2024 0.93% 1.07 CHF 1.08 CHF 300'000 100'000 300'000 100'000 320'604 CHF 107'868 CHF 97.38% 97.38%
15.11.2024 0.99% 1.05 CHF 1.06 CHF 300'000 100'000 300'000 100'000 300'686 CHF 101'229 CHF 99.45% 99.45%
14.11.2024 1.09% 0.92 CHF 0.93 CHF 300'000 100'000 300'000 100'000 273'359 CHF 92'120 CHF 99.44% 99.44%
13.11.2024 1.06% 0.94 CHF 0.95 CHF 300'000 100'000 300'000 100'000 282'660 CHF 95'220 CHF 96.95% 96.95%
12.11.2024 1.06% 0.95 CHF 0.96 CHF 300'000 100'000 300'000 100'000 282'266 CHF 95'089 CHF 96.97% 96.97%
11.11.2024 1.11% 0.92 CHF 0.93 CHF 300'000 100'000 300'000 100'000 269'295 CHF 90'765 CHF 99.44% 99.44%
08.11.2024 1.16% 0.89 CHF 0.90 CHF 300'000 100'000 300'000 100'000 257'514 CHF 86'838 CHF 99.28% 99.28%
07.11.2024 1.15% 0.86 CHF 0.87 CHF 300'000 100'000 300'000 100'000 259'611 CHF 87'537 CHF 98.70% 98.70%

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