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 0.93% 1.05 CHF 1.06 CHF 300'000 100'000 300'000 100'000 322'394 CHF 108'465 CHF 99.44% 99.44%
19.11.2024 0.92% 1.06 CHF 1.07 CHF 300'000 100'000 300'000 100'000 323'754 CHF 108'918 CHF 98.96% 98.96%
18.11.2024 0.93% 1.07 CHF 1.08 CHF 300'000 100'000 300'000 100'000 321'800 CHF 108'267 CHF 97.68% 97.68%
15.11.2024 0.92% 1.07 CHF 1.08 CHF 300'000 100'000 300'000 100'000 325'487 CHF 109'496 CHF 99.44% 99.44%
14.11.2024 0.83% 1.23 CHF 1.24 CHF 300'000 100'000 300'000 100'000 360'370 CHF 121'123 CHF 99.44% 99.44%
13.11.2024 0.82% 1.21 CHF 1.22 CHF 300'000 100'000 300'000 100'000 365'710 CHF 122'903 CHF 96.93% 96.93%
12.11.2024 0.79% 1.25 CHF 1.26 CHF 300'000 100'000 300'000 100'000 376'530 CHF 126'510 CHF 96.84% 96.84%
11.11.2024 0.77% 1.29 CHF 1.30 CHF 300'000 100'000 300'000 100'000 389'848 CHF 130'949 CHF 98.87% 98.87%
08.11.2024 0.76% 1.29 CHF 1.30 CHF 300'000 100'000 300'000 100'000 391'647 CHF 131'549 CHF 93.36% 93.36%
07.11.2024 0.77% 1.28 CHF 1.29 CHF 300'000 100'000 300'000 100'000 387'169 CHF 130'056 CHF 98.70% 98.70%

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