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 0.89% 1.13 CHF 1.14 CHF 300'000 100'000 300'000 100'000 333'785 CHF 112'262 CHF 99.37% 99.37%
19.11.2024 0.95% 1.06 CHF 1.07 CHF 300'000 100'000 300'000 100'000 313'411 CHF 105'470 CHF 99.38% 99.38%
18.11.2024 0.95% 1.02 CHF 1.03 CHF 300'000 100'000 300'000 100'000 312'909 CHF 105'303 CHF 97.54% 97.54%
15.11.2024 0.92% 1.06 CHF 1.07 CHF 300'000 100'000 300'000 100'000 324'144 CHF 109'048 CHF 93.30% 93.30%
14.11.2024 0.87% 1.11 CHF 1.12 CHF 300'000 100'000 300'000 100'000 342'564 CHF 115'188 CHF 99.37% 99.37%
13.11.2024 0.85% 1.15 CHF 1.16 CHF 300'000 100'000 300'000 100'000 351'516 CHF 118'172 CHF 96.96% 96.96%
12.11.2024 0.82% 1.16 CHF 1.17 CHF 300'000 100'000 300'000 100'000 364'019 CHF 122'340 CHF 96.90% 96.90%
11.11.2024 0.82% 1.19 CHF 1.20 CHF 300'000 100'000 300'000 100'000 364'647 CHF 122'549 CHF 99.35% 99.35%
08.11.2024 0.82% 1.17 CHF 1.18 CHF 300'000 100'000 300'000 100'000 362'909 CHF 121'970 CHF 99.24% 99.24%
07.11.2024 0.80% 1.22 CHF 1.23 CHF 300'000 100'000 300'000 100'000 372'315 CHF 125'105 CHF 98.68% 98.68%

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