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 0.83% 1.13 CHF 1.14 CHF 300'000 100'000 257'087 85'696 308'536 CHF 103'702 CHF 99.16% 99.16%
19.11.2024 0.84% 1.15 CHF 1.16 CHF 300'000 100'000 273'280 91'093 322'923 CHF 108'552 CHF 99.17% 99.17%
18.11.2024 0.92% 1.09 CHF 1.10 CHF 300'000 100'000 300'000 100'000 324'495 CHF 109'165 CHF 99.22% 99.22%
15.11.2024 0.92% 1.09 CHF 1.10 CHF 300'000 100'000 300'000 100'000 325'063 CHF 109'354 CHF 99.17% 99.17%
14.11.2024 0.92% 1.09 CHF 1.10 CHF 300'000 100'000 300'000 100'000 324'232 CHF 109'077 CHF 99.15% 99.15%
13.11.2024 0.97% 1.06 CHF 1.07 CHF 300'000 100'000 300'000 100'000 309'359 CHF 104'120 CHF 99.16% 99.16%
12.11.2024 0.91% 1.09 CHF 1.10 CHF 300'000 100'000 300'000 100'000 327'630 CHF 110'210 CHF 99.17% 99.17%
11.11.2024 0.95% 1.05 CHF 1.06 CHF 300'000 100'000 300'000 100'000 313'434 CHF 105'478 CHF 99.16% 99.16%
08.11.2024 1.05% 1.02 CHF 1.03 CHF 300'000 100'000 300'000 100'000 284'440 CHF 95'813 CHF 99.16% 99.16%
07.11.2024 1.06% 0.91 CHF 0.92 CHF 300'000 100'000 300'000 100'000 281'373 CHF 94'791 CHF 98.19% 98.19%

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