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 0.80% 1.21 CHF 1.22 CHF 300'000 100'000 300'000 100'000 371'503 CHF 124'834 CHF 99.38% 99.38%
19.11.2024 0.82% 1.20 CHF 1.21 CHF 300'000 100'000 300'000 100'000 365'524 CHF 122'841 CHF 98.25% 98.25%
18.11.2024 0.81% 1.23 CHF 1.24 CHF 300'000 100'000 300'000 100'000 367'864 CHF 123'621 CHF 97.27% 97.27%
15.11.2024 0.80% 1.23 CHF 1.24 CHF 300'000 100'000 300'000 100'000 374'880 CHF 125'960 CHF 99.38% 99.38%
14.11.2024 0.70% 1.36 CHF 1.37 CHF 300'000 100'000 300'000 100'000 426'963 CHF 143'321 CHF 99.37% 99.37%
13.11.2024 0.71% 1.48 CHF 1.49 CHF 300'000 100'000 300'000 100'000 421'303 CHF 141'434 CHF 96.85% 96.85%
12.11.2024 0.70% 1.36 CHF 1.37 CHF 300'000 100'000 300'000 100'000 428'126 CHF 143'709 CHF 96.85% 96.85%
11.11.2024 0.67% 1.43 CHF 1.44 CHF 300'000 100'000 300'000 100'000 445'073 CHF 149'358 CHF 99.34% 99.34%
08.11.2024 0.78% 1.41 CHF 1.42 CHF 300'000 100'000 300'000 100'000 385'390 CHF 129'463 CHF 96.75% 96.75%
07.11.2024 0.75% 1.27 CHF 1.28 CHF 300'000 100'000 300'000 100'000 400'862 CHF 134'621 CHF 97.65% 97.65%

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