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 0.67% 1.56 CHF 1.57 CHF 100'000 100'000 100'000 100'000 149'553 CHF 150'553 CHF 97.89% 97.89%
19.11.2024 0.64% 1.56 CHF 1.57 CHF 100'000 100'000 100'000 100'000 156'481 CHF 157'481 CHF 96.37% 96.37%
18.11.2024 0.68% 1.44 CHF 1.45 CHF 100'000 100'000 100'000 100'000 146'692 CHF 147'692 CHF 96.81% 96.81%
15.11.2024 0.71% 1.44 CHF 1.45 CHF 100'000 100'000 100'000 100'000 139'420 CHF 140'420 CHF 96.08% 96.08%
14.11.2024 0.71% 1.34 CHF 1.35 CHF 100'000 100'000 100'000 100'000 139'739 CHF 140'739 CHF 98.64% 98.64%
13.11.2024 0.64% 1.58 CHF 1.59 CHF 100'000 100'000 100'000 100'000 156'804 CHF 157'804 CHF 98.94% 98.94%
12.11.2024 0.71% 1.55 CHF 1.56 CHF 100'000 100'000 100'000 100'000 141'241 CHF 142'241 CHF 98.56% 98.56%
11.11.2024 0.78% 1.28 CHF 1.29 CHF 100'000 100'000 100'000 100'000 127'477 CHF 128'477 CHF 97.85% 97.85%
08.11.2024 0.72% 1.42 CHF 1.43 CHF 100'000 100'000 100'000 100'000 138'233 CHF 139'233 CHF 98.78% 98.78%
07.11.2024 0.75% 1.29 CHF 1.30 CHF 100'000 100'000 100'000 100'000 132'908 CHF 133'908 CHF 98.22% 98.22%

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