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% 1.06 CHF 1.07 CHF 300'000 100'000 300'000 100'000 320'429 CHF 107'810 CHF 97.83% 97.83%
19.11.2024 0.91% 1.10 CHF 1.11 CHF 300'000 100'000 300'000 100'000 328'772 CHF 110'591 CHF 93.00% 93.00%
18.11.2024 0.88% 1.11 CHF 1.12 CHF 300'000 100'000 300'000 100'000 339'982 CHF 114'327 CHF 94.59% 94.59%
15.11.2024 0.88% 1.18 CHF 1.19 CHF 300'000 100'000 300'000 100'000 338'759 CHF 113'920 CHF 96.45% 96.45%
14.11.2024 0.89% 1.13 CHF 1.14 CHF 300'000 100'000 300'000 100'000 336'340 CHF 113'113 CHF 97.74% 97.74%
13.11.2024 0.88% 1.12 CHF 1.13 CHF 300'000 100'000 300'000 100'000 340'427 CHF 114'476 CHF 94.89% 94.89%
12.11.2024 0.85% 1.15 CHF 1.16 CHF 300'000 100'000 300'000 100'000 351'942 CHF 118'314 CHF 96.36% 96.36%
11.11.2024 0.84% 1.19 CHF 1.20 CHF 300'000 100'000 300'000 100'000 357'816 CHF 120'272 CHF 96.36% 96.36%
08.11.2024 0.80% 1.24 CHF 1.25 CHF 300'000 100'000 300'000 100'000 371'423 CHF 124'808 CHF 92.38% 92.38%
07.11.2024 0.79% 1.23 CHF 1.24 CHF 300'000 100'000 300'000 100'000 378'657 CHF 127'219 CHF 98.20% 98.20%

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