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 0.95% 1.04 CHF 1.05 CHF 300'000 100'000 300'000 100'000 315'773 CHF 106'258 CHF 99.37% 99.37%
19.11.2024 1.00% 1.00 CHF 1.01 CHF 300'000 100'000 300'000 100'000 297'612 CHF 100'204 CHF 99.37% 99.37%
18.11.2024 0.99% 1.02 CHF 1.03 CHF 300'000 100'000 300'000 100'000 302'581 CHF 101'860 CHF 99.25% 99.25%
15.11.2024 0.96% 1.02 CHF 1.03 CHF 300'000 100'000 300'000 100'000 311'770 CHF 104'923 CHF 99.38% 99.38%
14.11.2024 0.97% 1.04 CHF 1.05 CHF 300'000 100'000 300'000 100'000 309'213 CHF 104'071 CHF 99.37% 99.37%
13.11.2024 0.98% 0.99 CHF 1.00 CHF 300'000 100'000 300'000 100'000 305'685 CHF 102'895 CHF 99.37% 99.37%
12.11.2024 0.95% 1.00 CHF 1.01 CHF 300'000 100'000 300'000 100'000 315'500 CHF 106'167 CHF 99.37% 99.37%
11.11.2024 0.90% 1.12 CHF 1.13 CHF 300'000 100'000 300'000 100'000 331'906 CHF 111'635 CHF 99.37% 99.37%
08.11.2024 0.91% 1.12 CHF 1.13 CHF 300'000 100'000 300'000 100'000 329'104 CHF 110'701 CHF 99.37% 99.37%
07.11.2024 0.94% 1.09 CHF 1.10 CHF 300'000 100'000 300'000 100'000 319'381 CHF 107'460 CHF 98.37% 98.37%

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