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 0.79% 1.23 CHF 1.24 CHF 750'000 100'000 750'000 100'000 941'169 CHF 126'489 CHF 99.38% 99.38%
19.11.2024 0.81% 1.22 CHF 1.23 CHF 750'000 100'000 750'000 100'000 919'343 CHF 123'579 CHF 99.38% 99.38%
18.11.2024 0.82% 1.23 CHF 1.24 CHF 750'000 100'000 750'000 100'000 913'488 CHF 122'798 CHF 99.25% 99.25%
15.11.2024 0.85% 1.18 CHF 1.19 CHF 750'000 100'000 750'000 100'000 880'292 CHF 118'372 CHF 99.38% 99.38%
14.11.2024 0.88% 1.16 CHF 1.17 CHF 750'000 100'000 750'000 100'000 847'689 CHF 114'025 CHF 99.37% 99.37%
13.11.2024 0.88% 1.13 CHF 1.14 CHF 750'000 100'000 750'000 100'000 845'010 CHF 113'668 CHF 99.37% 99.37%
12.11.2024 0.86% 1.14 CHF 1.15 CHF 750'000 100'000 750'000 100'000 868'686 CHF 116'825 CHF 99.37% 99.37%
11.11.2024 0.83% 1.20 CHF 1.21 CHF 750'000 100'000 750'000 100'000 899'787 CHF 120'972 CHF 99.37% 99.37%
08.11.2024 0.86% 1.17 CHF 1.18 CHF 750'000 100'000 750'000 100'000 867'343 CHF 116'646 CHF 99.37% 99.37%
07.11.2024 0.84% 1.17 CHF 1.18 CHF 750'000 100'000 750'000 100'000 888'722 CHF 119'496 CHF 98.37% 98.37%

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