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% 1.26 CHF 1.27 CHF 500'000 100'000 500'000 100'000 644'884 CHF 129'977 CHF 99.27% 99.27%
19.11.2024 0.77% 1.29 CHF 1.30 CHF 500'000 100'000 500'000 100'000 646'114 CHF 130'223 CHF 99.27% 99.27%
18.11.2024 0.78% 1.28 CHF 1.29 CHF 500'000 100'000 500'000 100'000 634'827 CHF 127'965 CHF 99.27% 99.27%
15.11.2024 0.80% 1.24 CHF 1.25 CHF 500'000 100'000 500'000 100'000 619'162 CHF 124'832 CHF 99.27% 99.27%
14.11.2024 0.80% 1.27 CHF 1.28 CHF 500'000 100'000 500'000 100'000 624'730 CHF 125'946 CHF 99.27% 99.27%
13.11.2024 0.80% 1.24 CHF 1.25 CHF 500'000 100'000 500'000 100'000 619'659 CHF 124'932 CHF 99.27% 99.27%
12.11.2024 0.76% 1.30 CHF 1.31 CHF 500'000 100'000 500'000 100'000 652'416 CHF 131'483 CHF 99.25% 99.25%
11.11.2024 0.73% 1.36 CHF 1.37 CHF 500'000 100'000 500'000 100'000 684'613 CHF 137'923 CHF 99.27% 99.27%
08.11.2024 0.73% 1.37 CHF 1.38 CHF 500'000 100'000 500'000 100'000 686'581 CHF 138'316 CHF 99.25% 99.25%
07.11.2024 0.71% 1.40 CHF 1.41 CHF 500'000 100'000 500'000 100'000 701'466 CHF 141'293 CHF 1.12% 1.12%

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