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 0.85% 1.11 CHF 1.12 CHF 250'000 100'000 250'000 100'000 293'358 CHF 118'343 CHF 99.38% 99.38%
19.11.2024 0.87% 1.15 CHF 1.16 CHF 250'000 100'000 250'000 100'000 285'170 CHF 115'068 CHF 99.38% 99.38%
18.11.2024 0.86% 1.17 CHF 1.18 CHF 250'000 100'000 250'000 100'000 291'186 CHF 117'475 CHF 99.38% 99.38%
15.11.2024 0.81% 1.22 CHF 1.23 CHF 250'000 100'000 250'000 100'000 308'432 CHF 124'373 CHF 99.37% 99.37%
14.11.2024 0.80% 1.27 CHF 1.28 CHF 250'000 100'000 250'000 100'000 309'810 CHF 124'924 CHF 99.38% 99.38%
13.11.2024 0.84% 1.23 CHF 1.24 CHF 250'000 100'000 250'000 100'000 296'232 CHF 119'493 CHF 99.38% 99.38%
12.11.2024 0.80% 1.17 CHF 1.18 CHF 250'000 100'000 250'000 100'000 313'214 CHF 126'286 CHF 99.11% 99.11%
11.11.2024 0.76% 1.30 CHF 1.31 CHF 250'000 100'000 250'000 100'000 326'466 CHF 131'586 CHF 99.38% 99.38%
08.11.2024 0.79% 1.26 CHF 1.27 CHF 250'000 100'000 250'000 100'000 313'297 CHF 126'319 CHF 99.38% 99.38%
07.11.2024 0.80% 1.27 CHF 1.28 CHF 250'000 100'000 250'000 100'000 312'780 CHF 126'112 CHF 98.69% 98.69%

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