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 0.75% 1.31 CHF 1.32 CHF 750'000 100'000 737'017 100'000 980'492 CHF 134'037 CHF 99.38% 99.38%
19.11.2024 0.77% 1.28 CHF 1.29 CHF 750'000 100'000 750'000 100'000 966'389 CHF 129'852 CHF 99.37% 99.37%
18.11.2024 0.78% 1.30 CHF 1.31 CHF 750'000 100'000 750'000 100'000 963'592 CHF 129'479 CHF 99.26% 99.26%
15.11.2024 0.81% 1.25 CHF 1.26 CHF 750'000 100'000 750'000 100'000 924'770 CHF 124'303 CHF 99.38% 99.38%
14.11.2024 0.84% 1.22 CHF 1.23 CHF 750'000 100'000 750'000 100'000 888'817 CHF 119'509 CHF 99.36% 99.36%
13.11.2024 0.84% 1.18 CHF 1.19 CHF 750'000 100'000 750'000 100'000 887'671 CHF 119'356 CHF 99.37% 99.37%
12.11.2024 0.82% 1.20 CHF 1.21 CHF 750'000 100'000 750'000 100'000 915'070 CHF 123'009 CHF 99.38% 99.38%
11.11.2024 0.79% 1.27 CHF 1.28 CHF 750'000 100'000 750'000 100'000 950'378 CHF 127'717 CHF 99.37% 99.37%
08.11.2024 0.82% 1.23 CHF 1.24 CHF 750'000 100'000 750'000 100'000 912'303 CHF 122'640 CHF 99.37% 99.37%
07.11.2024 0.80% 1.23 CHF 1.24 CHF 750'000 100'000 750'000 100'000 932'952 CHF 125'394 CHF 98.37% 98.37%

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