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 0.94% 1.06 CHF 1.07 CHF 300'000 100'000 300'000 100'000 317'364 CHF 106'788 CHF 99.37% 99.37%
19.11.2024 0.95% 1.08 CHF 1.09 CHF 300'000 100'000 300'000 100'000 314'249 CHF 105'750 CHF 99.37% 99.37%
18.11.2024 0.99% 1.04 CHF 1.05 CHF 300'000 100'000 300'000 100'000 302'271 CHF 101'757 CHF 99.38% 99.38%
15.11.2024 1.03% 0.94 CHF 0.95 CHF 300'000 100'000 300'000 100'000 290'841 CHF 97'947 CHF 99.36% 99.36%
14.11.2024 0.88% 1.17 CHF 1.18 CHF 300'000 100'000 300'000 100'000 339'467 CHF 114'156 CHF 99.38% 99.38%
13.11.2024 0.90% 1.14 CHF 1.15 CHF 300'000 100'000 300'000 100'000 332'163 CHF 111'721 CHF 99.38% 99.38%
12.11.2024 0.89% 1.12 CHF 1.13 CHF 300'000 100'000 300'000 100'000 333'938 CHF 112'313 CHF 99.15% 99.15%
11.11.2024 0.87% 1.14 CHF 1.15 CHF 300'000 100'000 300'000 100'000 344'219 CHF 115'740 CHF 99.38% 99.38%
08.11.2024 0.88% 1.14 CHF 1.15 CHF 300'000 100'000 300'000 100'000 339'428 CHF 114'143 CHF 99.37% 99.37%
07.11.2024 0.92% 1.09 CHF 1.10 CHF 300'000 100'000 300'000 100'000 325'426 CHF 109'475 CHF 98.58% 98.58%

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