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% 1.03 CHF 1.04 CHF 450'000 450'000 204'467 204'467 216'458 CHF 218'509 CHF 99.09% 99.09%
19.11.2024 0.99% 1.06 CHF 1.07 CHF 450'000 450'000 206'316 206'316 212'730 CHF 214'800 CHF 99.34% 99.34%
18.11.2024 0.94% 1.07 CHF 1.08 CHF 450'000 450'000 203'396 203'396 219'140 CHF 221'177 CHF 99.31% 99.31%
15.11.2024 0.89% 1.09 CHF 1.10 CHF 440'000 440'000 188'084 188'084 215'208 CHF 217'104 CHF 98.13% 98.13%
14.11.2024 0.82% 1.22 CHF 1.23 CHF 420'000 420'000 182'471 182'471 228'273 CHF 230'106 CHF 98.31% 98.31%
13.11.2024 0.88% 1.21 CHF 1.22 CHF 430'000 430'000 190'589 190'589 224'099 CHF 226'013 CHF 99.18% 99.18%
12.11.2024 0.91% 1.11 CHF 1.12 CHF 440'000 440'000 194'102 194'102 218'169 CHF 220'118 CHF 99.38% 99.38%
11.11.2024 0.89% 1.12 CHF 1.13 CHF 440'000 440'000 192'956 192'956 220'489 CHF 222'428 CHF 99.39% 99.39%
08.11.2024 0.89% 1.15 CHF 1.16 CHF 440'000 440'000 194'257 194'257 223'701 CHF 225'650 CHF 99.24% 99.24%
07.11.2024 0.91% 1.18 CHF 1.19 CHF 440'000 440'000 198'801 198'801 227'679 CHF 229'676 CHF 99.05% 99.05%

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