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 0.87% 1.10 CHF 1.11 CHF 300'000 100'000 300'000 100'000 345'192 CHF 116'064 CHF 99.16% 99.16%
19.11.2024 0.88% 1.11 CHF 1.12 CHF 300'000 100'000 300'000 100'000 340'559 CHF 114'520 CHF 99.16% 99.16%
18.11.2024 0.94% 1.06 CHF 1.07 CHF 300'000 100'000 300'000 100'000 316'985 CHF 106'662 CHF 99.22% 99.22%
15.11.2024 0.94% 1.06 CHF 1.07 CHF 300'000 100'000 300'000 100'000 317'146 CHF 106'715 CHF 99.17% 99.17%
14.11.2024 0.94% 1.06 CHF 1.07 CHF 300'000 100'000 300'000 100'000 316'202 CHF 106'401 CHF 99.16% 99.16%
13.11.2024 0.98% 1.04 CHF 1.05 CHF 300'000 100'000 300'000 100'000 303'980 CHF 102'327 CHF 99.16% 99.16%
12.11.2024 0.94% 1.06 CHF 1.07 CHF 300'000 100'000 300'000 100'000 318'650 CHF 107'217 CHF 99.16% 99.16%
11.11.2024 0.97% 1.03 CHF 1.04 CHF 300'000 100'000 300'000 100'000 307'364 CHF 103'455 CHF 99.16% 99.16%
08.11.2024 1.05% 1.00 CHF 1.01 CHF 300'000 100'000 306'654 100'000 289'911 CHF 95'617 CHF 99.17% 99.17%
07.11.2024 1.06% 0.91 CHF 0.92 CHF 300'000 100'000 308'603 100'000 289'075 CHF 94'741 CHF 98.19% 98.19%

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