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 0.69% 1.36 CHF 1.37 CHF 300'000 100'000 240'075 80'025 345'422 CHF 115'941 CHF 99.25% 99.25%
19.11.2024 0.74% 1.40 CHF 1.41 CHF 300'000 100'000 299'763 99'921 401'923 CHF 134'973 CHF 88.73% 88.73%
18.11.2024 0.76% 1.35 CHF 1.36 CHF 300'000 100'000 300'000 100'000 393'696 CHF 132'232 CHF 97.52% 97.52%
15.11.2024 0.74% 1.25 CHF 1.26 CHF 300'000 100'000 300'000 100'000 403'003 CHF 135'334 CHF 96.59% 96.59%
14.11.2024 0.67% 1.39 CHF 1.40 CHF 300'000 100'000 229'893 76'631 342'331 CHF 114'877 CHF 99.24% 99.24%
13.11.2024 0.64% 1.51 CHF 1.52 CHF 225'000 75'000 225'000 75'000 349'826 CHF 117'359 CHF 99.27% 99.27%
12.11.2024 0.65% 1.52 CHF 1.53 CHF 225'000 75'000 225'000 75'000 344'503 CHF 115'584 CHF 99.30% 99.30%
11.11.2024 0.67% 1.52 CHF 1.53 CHF 225'000 75'000 225'000 75'000 335'706 CHF 112'652 CHF 99.22% 99.22%
08.11.2024 0.66% 1.48 CHF 1.49 CHF 225'000 75'000 225'000 75'000 340'832 CHF 114'361 CHF 99.22% 99.22%
07.11.2024 0.69% 1.49 CHF 1.50 CHF 300'000 100'000 300'000 100'000 434'405 CHF 145'802 CHF 98.57% 98.57%

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