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 0.97% 1.10 CHF 1.11 CHF 100'000 100'000 100'000 100'000 102'988 CHF 103'988 CHF 98.09% 98.09%
19.11.2024 0.91% 1.09 CHF 1.10 CHF 100'000 100'000 100'000 100'000 109'981 CHF 110'981 CHF 96.51% 96.51%
18.11.2024 0.99% 0.97 CHF 0.98 CHF 100'000 100'000 100'000 100'000 100'102 CHF 101'102 CHF 96.68% 96.68%
15.11.2024 1.07% 0.97 CHF 0.98 CHF 100'000 100'000 100'000 100'000 92'727 CHF 93'727 CHF 96.12% 96.12%
14.11.2024 1.07% 0.88 CHF 0.89 CHF 100'000 100'000 100'000 100'000 93'108 CHF 94'108 CHF 98.59% 98.59%
13.11.2024 0.90% 1.11 CHF 1.12 CHF 100'000 100'000 100'000 100'000 110'144 CHF 111'144 CHF 98.98% 98.98%
12.11.2024 1.05% 1.08 CHF 1.09 CHF 100'000 100'000 100'000 100'000 94'652 CHF 95'652 CHF 98.57% 98.57%
11.11.2024 1.23% 0.82 CHF 0.83 CHF 100'000 100'000 100'000 100'000 80'890 CHF 81'890 CHF 97.86% 97.86%
08.11.2024 1.09% 0.95 CHF 0.96 CHF 100'000 100'000 100'000 100'000 91'503 CHF 92'503 CHF 98.79% 98.79%
07.11.2024 1.16% 0.82 CHF 0.83 CHF 100'000 100'000 100'000 100'000 86'056 CHF 87'056 CHF 98.24% 98.24%

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