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 1.25% 0.79 CHF 0.80 CHF 100'000 100'000 100'000 100'000 79'686 CHF 80'686 CHF 99.37% 99.37%
19.11.2024 1.14% 0.82 CHF 0.83 CHF 100'000 100'000 100'000 100'000 87'354 CHF 88'354 CHF 99.28% 99.28%
18.11.2024 0.96% 1.03 CHF 1.04 CHF 100'000 100'000 100'000 100'000 103'301 CHF 104'301 CHF 99.31% 99.31%
15.11.2024 0.94% 1.05 CHF 1.06 CHF 100'000 100'000 100'000 100'000 105'962 CHF 106'962 CHF 99.38% 99.38%
14.11.2024 0.91% 1.08 CHF 1.09 CHF 100'000 100'000 100'000 100'000 108'860 CHF 109'860 CHF 99.37% 99.37%
13.11.2024 0.93% 1.08 CHF 1.09 CHF 100'000 100'000 100'000 100'000 107'541 CHF 108'541 CHF 99.36% 99.36%
12.11.2024 0.94% 1.08 CHF 1.09 CHF 100'000 100'000 100'000 100'000 106'078 CHF 107'078 CHF 99.09% 99.09%
11.11.2024 0.96% 1.05 CHF 1.06 CHF 100'000 100'000 100'000 100'000 103'987 CHF 104'987 CHF 99.28% 99.28%
08.11.2024 0.98% 1.03 CHF 1.04 CHF 100'000 100'000 100'000 100'000 101'601 CHF 102'601 CHF 99.39% 99.39%
07.11.2024 1.02% 0.98 CHF 0.99 CHF 100'000 100'000 100'000 100'000 97'494 CHF 98'494 CHF 99.27% 99.27%

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