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 0.96% 1.01 CHF 1.02 CHF 300'000 100'000 300'000 100'000 311'940 CHF 104'980 CHF 98.28% 98.28%
19.11.2024 1.01% 0.99 CHF 1.00 CHF 300'000 100'000 300'000 100'000 296'399 CHF 99'800 CHF 96.43% 96.43%
18.11.2024 1.00% 1.01 CHF 1.02 CHF 300'000 100'000 300'000 100'000 297'746 CHF 100'249 CHF 96.25% 96.25%
15.11.2024 1.00% 1.00 CHF 1.01 CHF 300'000 100'000 300'000 100'000 297'335 CHF 100'112 CHF 95.39% 95.39%
14.11.2024 1.05% 0.98 CHF 0.99 CHF 300'000 100'000 300'000 100'000 285'098 CHF 96'033 CHF 98.35% 98.35%
13.11.2024 1.05% 0.94 CHF 0.95 CHF 300'000 100'000 300'000 100'000 284'020 CHF 95'673 CHF 98.26% 98.26%
12.11.2024 0.99% 0.94 CHF 0.95 CHF 300'000 100'000 300'000 100'000 302'460 CHF 101'820 CHF 98.93% 98.93%
11.11.2024 0.90% 1.08 CHF 1.09 CHF 300'000 100'000 296'145 98'715 326'134 CHF 109'698 CHF 97.88% 97.88%
08.11.2024 1.01% 0.97 CHF 0.98 CHF 300'000 100'000 300'000 100'000 296'837 CHF 99'946 CHF 98.83% 98.83%
07.11.2024 1.01% 1.02 CHF 1.03 CHF 300'000 100'000 300'000 100'000 297'874 CHF 100'291 CHF 98.32% 98.32%

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