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
22.11.2024 1.22% 0.77 CHF 0.78 CHF 300'000 100'000 300'000 100'000 244'065 CHF 82'355 CHF 99.30% 99.30%
20.11.2024 0.88% 1.05 CHF 1.06 CHF 300'000 100'000 300'000 100'000 338'727 CHF 113'909 CHF 99.27% 99.27%
19.11.2024 0.96% 1.09 CHF 1.10 CHF 300'000 100'000 300'000 100'000 309'774 CHF 104'258 CHF 88.74% 88.74%
18.11.2024 0.99% 1.04 CHF 1.05 CHF 300'000 100'000 300'000 100'000 301'512 CHF 101'504 CHF 97.56% 97.56%
15.11.2024 0.96% 0.95 CHF 0.96 CHF 300'000 100'000 300'000 100'000 310'247 CHF 104'416 CHF 96.42% 96.42%
14.11.2024 0.85% 1.08 CHF 1.09 CHF 300'000 100'000 300'000 100'000 351'814 CHF 118'271 CHF 99.24% 99.24%
13.11.2024 0.81% 1.19 CHF 1.20 CHF 300'000 100'000 300'000 100'000 370'910 CHF 124'637 CHF 99.27% 99.27%
12.11.2024 0.82% 1.21 CHF 1.22 CHF 300'000 100'000 300'000 100'000 364'161 CHF 122'387 CHF 99.26% 99.26%
11.11.2024 0.85% 1.20 CHF 1.21 CHF 300'000 100'000 300'000 100'000 352'856 CHF 118'618 CHF 99.17% 99.17%
08.11.2024 0.83% 1.16 CHF 1.17 CHF 300'000 100'000 300'000 100'000 360'469 CHF 121'156 CHF 99.19% 99.19%

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