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 0.77% 1.32 CHF 1.33 CHF 450'000 100'000 450'000 100'000 582'174 CHF 130'372 CHF 99.38% 99.38%
19.11.2024 0.94% 1.10 CHF 1.11 CHF 450'000 100'000 450'000 100'000 476'201 CHF 106'823 CHF 99.38% 99.38%
18.11.2024 0.90% 1.12 CHF 1.13 CHF 450'000 100'000 450'000 100'000 497'860 CHF 111'636 CHF 99.38% 99.38%
15.11.2024 0.87% 1.12 CHF 1.13 CHF 450'000 100'000 450'000 100'000 514'087 CHF 115'242 CHF 98.91% 98.91%
14.11.2024 0.84% 1.18 CHF 1.19 CHF 450'000 100'000 450'000 100'000 532'999 CHF 119'444 CHF 99.38% 99.38%
13.11.2024 0.93% 1.09 CHF 1.10 CHF 450'000 100'000 450'000 100'000 482'077 CHF 108'128 CHF 99.38% 99.38%
12.11.2024 0.87% 1.06 CHF 1.07 CHF 450'000 100'000 450'000 100'000 512'317 CHF 114'848 CHF 99.16% 99.16%
11.11.2024 0.83% 1.19 CHF 1.20 CHF 450'000 100'000 450'000 100'000 540'371 CHF 121'082 CHF 99.38% 99.38%
08.11.2024 0.82% 1.20 CHF 1.21 CHF 450'000 100'000 450'000 100'000 545'739 CHF 122'275 CHF 99.38% 99.38%
07.11.2024 0.80% 1.25 CHF 1.26 CHF 450'000 100'000 450'000 100'000 557'035 CHF 124'786 CHF 98.58% 98.58%

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