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 0.80% 1.28 CHF 1.29 CHF 300'000 100'000 300'000 100'000 374'219 CHF 125'740 CHF 99.38% 99.38%
19.11.2024 0.82% 1.23 CHF 1.24 CHF 300'000 100'000 300'000 100'000 365'254 CHF 122'751 CHF 99.37% 99.37%
18.11.2024 0.87% 1.16 CHF 1.17 CHF 300'000 100'000 300'000 100'000 341'937 CHF 114'979 CHF 97.50% 97.50%
15.11.2024 0.89% 1.10 CHF 1.11 CHF 300'000 100'000 300'000 100'000 335'472 CHF 112'824 CHF 99.38% 99.38%
14.11.2024 0.93% 1.13 CHF 1.14 CHF 300'000 100'000 300'000 100'000 321'682 CHF 108'227 CHF 99.37% 99.37%
13.11.2024 0.87% 1.11 CHF 1.12 CHF 300'000 100'000 300'000 100'000 344'904 CHF 115'968 CHF 96.95% 96.95%
12.11.2024 0.87% 1.15 CHF 1.16 CHF 300'000 100'000 300'000 100'000 343'729 CHF 115'576 CHF 96.77% 96.77%
11.11.2024 0.77% 1.20 CHF 1.21 CHF 300'000 100'000 300'000 100'000 387'055 CHF 130'018 CHF 99.35% 99.35%
08.11.2024 0.75% 1.35 CHF 1.36 CHF 300'000 100'000 300'000 100'000 400'105 CHF 134'368 CHF 99.27% 99.27%
07.11.2024 0.74% 1.37 CHF 1.38 CHF 300'000 100'000 300'000 100'000 406'098 CHF 136'366 CHF 98.69% 98.69%

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