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 0.94% 1.07 CHF 1.08 CHF 750'000 100'000 750'000 100'000 793'074 CHF 106'743 CHF 96.58% 96.58%
19.11.2024 0.95% 1.04 CHF 1.05 CHF 750'000 100'000 750'000 100'000 781'972 CHF 105'263 CHF 97.44% 97.44%
18.11.2024 0.97% 1.03 CHF 1.04 CHF 750'000 100'000 750'000 100'000 771'974 CHF 103'930 CHF 92.51% 92.51%
15.11.2024 0.98% 1.02 CHF 1.03 CHF 750'000 100'000 750'000 100'000 761'616 CHF 102'549 CHF 97.24% 97.24%
14.11.2024 0.97% 1.01 CHF 1.02 CHF 750'000 100'000 750'000 100'000 768'380 CHF 103'451 CHF 98.36% 98.36%
13.11.2024 0.94% 1.06 CHF 1.07 CHF 750'000 100'000 750'000 100'000 798'185 CHF 107'425 CHF 93.09% 93.09%
12.11.2024 0.96% 1.06 CHF 1.07 CHF 750'000 100'000 750'000 100'000 778'347 CHF 104'780 CHF 96.45% 96.45%
11.11.2024 0.98% 1.01 CHF 1.02 CHF 750'000 100'000 750'000 100'000 761'435 CHF 102'525 CHF 91.02% 91.02%
08.11.2024 0.97% 1.02 CHF 1.03 CHF 750'000 100'000 750'000 100'000 769'213 CHF 103'562 CHF 92.19% 92.19%
07.11.2024 0.97% 1.02 CHF 1.03 CHF 750'000 100'000 750'000 100'000 768'462 CHF 103'462 CHF 98.70% 98.70%

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