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 0.97% 1.02 CHF 1.03 CHF 180'000 180'000 178'873 178'873 187'533 CHF 189'324 CHF 99.42% 99.42%
19.11.2024 1.02% 1.01 CHF 1.02 CHF 190'000 190'000 186'244 186'244 186'625 CHF 188'490 CHF 99.41% 99.41%
18.11.2024 0.95% 1.08 CHF 1.09 CHF 180'000 180'000 178'135 178'135 190'259 CHF 192'043 CHF 99.88% 99.88%
15.11.2024 0.96% 1.05 CHF 1.06 CHF 190'000 190'000 188'023 188'023 198'632 CHF 200'514 CHF 100.00% 100.00%
14.11.2024 1.00% 1.04 CHF 1.05 CHF 190'000 190'000 187'900 187'900 190'781 CHF 192'662 CHF 98.68% 98.68%
13.11.2024 1.02% 0.95 CHF 0.96 CHF 190'000 190'000 187'963 187'963 186'680 CHF 188'562 CHF 100.00% 100.00%
12.11.2024 0.97% 1.00 CHF 1.01 CHF 190'000 190'000 179'306 179'306 187'264 CHF 189'059 CHF 99.87% 99.87%
11.11.2024 0.98% 1.08 CHF 1.09 CHF 190'000 190'000 188'021 188'021 194'821 CHF 196'703 CHF 100.00% 100.00%
08.11.2024 1.04% 0.95 CHF 0.96 CHF 190'000 190'000 188'009 188'009 183'288 CHF 185'171 CHF 98.52% 98.52%
07.11.2024 0.92% 1.08 CHF 1.09 CHF 180'000 180'000 178'057 178'057 196'715 CHF 198'497 CHF 100.00% 100.00%

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