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 0.88% 1.10 CHF 1.11 CHF 300'000 100'000 300'000 100'000 340'181 CHF 114'394 CHF 99.42% 99.42%
19.11.2024 0.90% 1.08 CHF 1.09 CHF 300'000 100'000 300'000 100'000 331'349 CHF 111'450 CHF 99.43% 99.43%
18.11.2024 0.92% 1.12 CHF 1.13 CHF 300'000 100'000 300'000 100'000 325'451 CHF 109'484 CHF 97.64% 97.64%
15.11.2024 0.86% 1.08 CHF 1.09 CHF 300'000 100'000 300'000 100'000 346'520 CHF 116'506 CHF 99.44% 99.44%
14.11.2024 0.78% 1.25 CHF 1.26 CHF 300'000 100'000 300'000 100'000 384'406 CHF 129'135 CHF 99.42% 99.42%
13.11.2024 0.73% 1.26 CHF 1.27 CHF 300'000 100'000 300'000 100'000 409'932 CHF 137'644 CHF 94.68% 94.68%
12.11.2024 0.67% 1.35 CHF 1.36 CHF 300'000 100'000 300'000 100'000 447'924 CHF 150'308 CHF 96.79% 96.79%
11.11.2024 0.59% 1.58 CHF 1.59 CHF 300'000 100'000 300'000 100'000 504'781 CHF 169'260 CHF 99.46% 99.46%
08.11.2024 0.57% 1.77 CHF 1.78 CHF 300'000 100'000 300'000 100'000 525'800 CHF 176'267 CHF 90.73% 90.73%
07.11.2024 0.56% 1.77 CHF 1.78 CHF 300'000 100'000 300'000 100'000 530'308 CHF 177'769 CHF 98.67% 98.67%

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